A feedback system approach to adaptive filtering

DOI10.1109/TIT.1984.1056884zbMath0542.93065MaRDI QIDQ3331103

Ioan Doré Landau

Publication date: 1984

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

adaptive parameter estimation algorithms; equivalent feedback representation; positive realness condition

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C40: Adaptive control/observation systems

93C55: Discrete-time control/observation systems

93E10: Estimation and detection in stochastic control theory

93C05: Linear systems in control theory

93E12: Identification in stochastic control theory

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