Multivariable adaptive parameter and state estimators with convergence analysis

DOI10.1017/S0334270000002022zbMATH Open0417.93073MaRDI QIDQ3208548FDOQ3208548

Authors: John Moore, Gerard Ledwich 

Publication date: 1979

Published in: The Journal of the Australian Mathematical Society. Series B. Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

identificationKalman filtersmartingale convergence theoremsadaptive predictorsadaptive recursive algorithmsdiscrete-time linear signal

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

Cited In (3)

• Stochastic adaptive control using a modified least squares algorithm
• A new recursive estimation method for single input single output models
• Detection techniques in least squares identification

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