Publication:3342413

From MaRDI portal


zbMath0548.93075MaRDI QIDQ3342413

Lennart Ljung, Torsten Söderström

Publication date: 1983



93B30: System identification

93E10: Estimation and detection in stochastic control theory

93-02: Research exposition (monographs, survey articles) pertaining to systems and control theory

93E12: Identification in stochastic control theory


Related Items

Adaptive learning and equilibrium selection in experimental coordination games: An ARCH(1) approach, Stochastic policy design in a learning environment with rational expectations., Asymptotically optimal smoothing of averaged LMS estimates for regression parameter tracking, Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances, On the solution of Stein's equation and Fisher's information matrix of an ARMAX process, Model identification for spin networks, From experiment design to closed-loop control, Time-varying parameters and nonconvergence to rational expectations under least squares learning, Grey-box modelling and identification using physical knowledge and Bayesian techniques, Overlapping block-balanced canonical forms for various classes of linear systems, Electromagnetic signal processing: An estimation/identification application, State-space approximation of multi-input multi-output systems with stochastic exogenous inputs, A systems approach to recursive economic forecasting and seasonal adjustment, Round-off error propagation in four generally-applicable, recursive, least-squares estimation schemes, Noise cancellation in on-line acoustic impulse response measurements for the quality assessment of consumption eggs, Recursive estimation of a drifted autoregressive parameter., Analysis of a high-resolution optical wave-front control system, On the development and application of a continuous-discrete recursive prediction error algorithm, Adaptive system stability robustness via burst recovery, Long-range predictive control of an absorption packed column, The block regularised parameter estimator and its parallelisation, Twenty-one ML estimators for model selection, Orthogonal functions for cross-directional control of web forming processes, An image-based filter for discrete-time Markovian jump linear systems, Nonlinear black-box modeling in system identification: A unified overview, Linear least-squares algorithms for temporal difference learning, Data-based synthesis of a multivariable linear-quadratic regulator, Exact distribution and moments for the RLS estimate in a time-varying AR(1) process, Cross-directional control on paper machines using Gram polynomials, Estimating the degree of time variance in a parametric model, Nonlinear multidisciplinary design optimization using system identification and optimal control theory, The averaged Robbins-Monro method for linear problems in a Banach space, A recursive online algorithm for the estimation of time-varying ARCH parameters, Convergence analysis of instrumental variable recursive subspace identification algorithms, Design of recursive least-squares fixed-lag smoother using covariance information in linear continuous stochastic systems, A behavioral stock market model, Sufficient and necessary condition for the convergence of stochastic approximation algorithms, Model combination in neural-based forecasting, Weighted linear associative memory approach to nonlinear parameter estimation, Risk sensitive identification of linear stochastic systems, Unnamed Item, Unnamed Item, Frequency domain conditions for parameter convergence in multivariable recursive identification, Recursive prediction error identification and scaling of non-linear state space models using a restricted Black box parameterization, Recursive least-squares and accelerated convergence in stochastic approximation schemes, A NEURAL NETWORK APPROACH TO ON-LINE IDENTIFICATION OF NONLINEAR SYSTEMS, On a general concept of forgetting, A simple method of recursive parameter identification for a class of distributed parameter systems, On-line almost-sure parameter estimation for partially observed discrete-time linear systems with known noise characteristics, A Quasi-ARMAX approach to modelling of non-linear systems, Non-linear system identification using Hammerstein and non-linear feedback models with piecewise linear static maps, On instrumental variable and total least squares approaches for identification of noisy systems, Relations between information criteria for model-structure selection Part 1. The role of bayesian model order estimation, ITERATIVE AND RECURSIVE ESTIMATION OF TRANSFER FUNCTIONS, Regularized pole-placement adaptive control of a liquid-liquid extraction column, Modeling methods for underwater robotic vehicle dynamics, On the asymptotic accuracy of pseudo-linear regression algorithms, Factorizations that relax the positive real condition in continuous-time and fast-sampled ELS schemes, Rational model identification using an extended least-squares algorithm, Relations between information criteria for model-structure selection Part 2. Modelling by shortest data description, Use of disturbance measurement feedforward in LQG self-tuners, Identification of linear systems using input-output cumulants, An adaptive estimation method using instrumental variables and deconvolution, Lp-stability of estimation errors of kalman filter for tracking time-varying parameters, Unbiased parameter estimation of linear systems in the presence of input and output noise, A fast RLS transversal filter for adaptive linear phase filtering, An On-Line Estimation Algorithm for Periodic Autoregressive Models, Recursive Estimation of GARCH Models, Adaptive noise reduction using numerically stable fast recursive least squares algorithm, Multirate self-tuning predictive control with application to binary distillation column, ARMAX lattice algorithm for identification and prediction of dynamic systems, Stability of dynamic models obtained by ARMAX lattice predictor, H robust controller for self-tuning applications Part 3. Self-tuning controller implementation, Non-linear system identification using neural networks, Decision theoretic approach to real-time robust identification, An adaptive scheme for robot joint trajectory generation, FISHER'S INFORMATION MATRIX FOR SEASONAL AUTOREGRESSIVE-MOVING AVERAGE MODELS, Robust observation and identification ofnDOF Lagrangian systems, Some modifications on the refined instrumental variable method†, A linear time-varying filter for estimating a signal from unknown noise and its application to identification, Estimation control in dynamic models with applications to environmental modelling, Recursive methods for off-line identification, On the stability of time-varying models obtained by extended recursive least-squares identification, Self-tuning control application to a nuclear power plant, Self-tuning filters and predictors for two-dimensional systems Part 1: Algorithms, Adaptive deadbeat control of stochastic systems, A prediction-error and stepwise-regression estimation algorithm for non-linear systems, Continuous-time constrained least-squares algorithms for recursive parameter estimation of stochastic linear systems by a stabilized output-error method, Model-structure selection by cross-validation, Self-tuning filters and predictors for two-dimensional systems Part 2: Smoothing applications, On-line time- and frequency-domain identification of unstable processes, Recursive identification of bilinear systems, Experimental design and identifiability for non-linear systems, Quadratic-criterion self-tuning control with error transfer-function pole/zero placement, Parameter estimation of macroeconomic systems under rational expectations, Robust real-time algorithms for identification of linear multivariable time-varying systems, Direct digital and adaptive control by input-output state variable feedback pole assignment, Model transformations for state–space self–tuning control of multivariable stochastic systems, Improved least squares identification, Successive parameter estimation of continuous dynamic systems, Recursive instrumental variable estimation of simultaneous equations with autoregressive disturbances, Rate of convergence of the LMS method, Recursive identification of time-varying systems via incremental estimation, An \(l_ 2\)-stable feedback structure for nonlinear adaptive filtering and identification, Automatic tuning of digital controllers with applications to HVAC plants, Determinacy and stability under learning of rational expectations equilibria, Alternative algorithms for generalized predictive control, Adaptation and tracking in system identification - a survey, Numerical integration approach to on-line identification of continuous- time systems, A general Hankel-norm approximation scheme for linear recursive filtering, Equilibrium with signal extraction from endogenous variables, Theory and applications of adaptive control - a survey, Stochastic identification and digital control of a heat exchanger: a simulation test case, Uniqueness of estimated k-step prediction models of ARMA processes, A perspective on convergence of adaptive control algorithms, Practical issues in the implementation of self-tuning control, The role of the interactor matrix in multivariable stochastic adaptive control, On recursive estimation for time varying autoregressive processes, Two-stage RLS algorithm for estimating ARCH models, Learning in linear models with expectational leads, Adaptive feedback cancellation in hearing aids, Multiple-input dual-output adjustment scheme for semiconductor manufacturing processes using a dynamic dual-response approach, Auxiliary model-based least-squares identification methods for Hammerstein output-error systems, Robust combined estimation of states and parameters of bilinear systems, Money as a medium of exchange in an economy with artificially intelligent agents, Towards more precise recursive prediction error algorithms, Will the PLS criterion for order estimation work with AML and a posteriori prediction error?, Temperature prediction at critical points in district heating systems, Learning to predict rationally when beliefs are heterogeneous, Error learning behaviour and stability revisited, Performance of monetary policy with internal central bank forecasting, Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices, Successive identification of the random-parameter linear dynamic system, A self-tuning regulator based on optimal output feedback theory, Adaptive control based on explicit criterion minimization, Error propagation properties of recursive least-squares adaptation algorithms, A unified derivation for fast estimation algorithms by the conjugate direction method, Recursive estimation: A unified approach to the identification, estimation, and forecasting of hydrological systems, Unprejudiced optimal open loop input design for identification of transfer functions, Asymptotically optimum recursive prediction error methods in adaptive estimation and control, Design of an L.Q.G. controller for single point moored large tankers, Plasma estimation: A noise cancelling application, Convergence analysis of ladder algorithms for AR and ARMA models, Analysis of robust stochastic approximation algorithms for process identification, Estimation and direct adaptive control of delay-differential systems, Identification of non-minimum phase linear stochastic systems, Asymptotic model-based identification of an acoustically rigid sphere, Approximation of the initial reserve for known ruin probabilities, Dynamic structural systems under indirect observation: Identifiability and estimation aspects from a system theoretic perspective, Maximum likelihood estimations in a nonlinear self-exciting point process model, From time series to linear system, III: Approximate modelling, Identification based on data with sampling delays, An adaptive control algorithm for linear systems having unknown time delay, Dynamic mooring forces allocation in dynamic ship positioning, Nonstationary time series identification, RLS parameter convergence with overparameterized models, Convergence of least squares learning mechanisms in self-referential linear stochastic models, State reduction in a dependent demand inventory model given by a time series, A method for adaptive estimation of ARMA processes, Abstract stochastic approximations and applications, Testing for causality in real time, A method for the estimation of infrequent abrupt changes in nonlinear systems, A finite-difference method for linearization in nonlinear estimation algorithms, Eigenvalue location of certain matrices arising in convergence analysis problems, Locally robust identification of linear systems containing unknown gain elements with application to adapted IIR lattice models, Strongly consistent estimation of the order of stochastic control systems (CARMA model), Fast algorithm of Chandrasekhar type for ARMA model identification, Testing for sunspot equilibria in the German hyperinflation, Neural networks for control systems - a survey, Model based fuzzy control, Estimation and setting starting values in ARMA algorithms, Recusrsive prediction error identification using the nonlinear Wiener model, A digital input/output model for trace-class systems, Stochastic gradient learning in the cobweb model, Modelling and analysis of fractional Brownian motions, The exact quasi-likelihood of time-dependent ARMA models, First inverse moment of a generalized quadratic form, Using ARMA models to forecast workpiece roundness error in a turning operation, Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process, Recursive identification in continuous-time stochastic processes, Associative memory approach to the identification of structural and mechanical systems, Linear system identification via an asymptotically stable observer, On the asymptotic behaviour of linear learning processes with partial forgetting, Identification of linear dynamic systems using piecewise constant exitations: Use, misuse and alternatives, On Rissanen's predictive stochastic complexity for stationary ARMA processes, An innovation representation for nonlinear systems with application to parameter and state estimation, State space based dual-rate self-tuning, Automatic initialization of a robust self-tuning controller, On robust AML identification algorithms, Neural classifiers for dynamic system modes, An output error recursive algorithm for unbiased identification in closed loop, Unbiased parameter estimation of linear systems with colored noises, Methods for recursive robust estimation of AR parameters, Slip-based tire-road friction estimation, Recursive relaxation identification of linear multivariable systems with its parallel algorithm, A new method for the identification of Hammerstein model, The effect of the time-structure of information on the expectational-stability of rational expectations, E-equilibria and adaptive expectations: Output and inflation in the LBS model, Tracking time-varying parameters with local regression, Continuous-time approaches to identification of continuous-time systems, Performance analysis of the forgetting factor RLS algorithm, A factored form of the instrumental variable algorithm, Unifying the landmark developments in optimal bounding ellipsoid identification, On‐line parameter interval estimation using recursive least squares, Adaptive control of a stochastic non‐linear system: An example, Computationally efficient high‐order yule‐walker frequency estimation, Simultaneous structure identification and parameter estimation of multivariable systems, Identification of linear systems with noisy input using input-output cumulants, HIGH-PERFORMANCE COMPUTING FOR ROBOT DYNAMIC PARAMETERS LEARNING, Identification of rudder—yaw and rudder—roll steering models by using recursive prediction error techniques, Decentralized state estimation in large-scale systems, Adaptive estimation for periodic signal enhancement and tracking, BIAS AND COVARIANCE OF THE RECURSIVE LEAST SQUARES ESTIMATOR WITH EXPONENTIAL FORGETTING IN VECTOR AUTOREGRESSIONS, Unnamed Item, An Enhanced Recursive Stopping Rule for Steepest Ascent Searches in Response Surface Methodology, Model-based fault detection and isolation method using ART2 neural network, Unnamed Item, A SMOOTHING ALGORITHM FOR NONLINEAR TIME SERIES, NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS, An algorithm for computing the asymptotic fisher information matrix for seasonal SISO models, Fuzzy adaptive control, Joint state and parameter estimation for a nuclear reactor with fast and slow modes, Adaptive instrumental variable methods for frequency estimation, An error-learning neural network for the tuning of robot dynamic models, Recursive identification of transfer function matrix in continuous systems via linear integral filter, Global Lyapunov stability and exponential convergence of direct adaptive control, Active noise control using a dual feedforward approach, Adaptive control with expert system based supervisory functions, NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS, A discrete‐time optimal adaptive control law for a robot arm, Application of the minimum state error variance approach to nonlinear system control, Unnamed Item, On-line parameter estimation for a failure-prone system subject to condition monitoring, QQ-plot approach to robust Kalman filtering, On the asymptotic properties of the LQG feedforward self-tuner, Identification of systems from non-uniformly sampled data, Output feedback control of non-affine MIMO systems, Artificial neural networks: an econometric perspective, Approximate gradients, convergence and positive realness in recursive identification of a class of non‐linear systems, Identification of a class of nonlinear continuous-time systems using Hartley modulating functions, Parameter identification of robot arm with repetitive control, Strong consistency and convergence rate of parameter identification for bilinear systems, Recursive information forgetting with augmented UD identification, On the robust stability of a Clarke-Gawthrop type of self-tuning controller, Fast orthogonal identification of nonlinear stochastic models and radial basis function neural networks, Unnamed Item, Recursive identification algorithms for continuous systems using an adaptive procedure, Bias-compensating least squares method for identification of continuous-time systems from sampled data, On the multivariable approximate stochastic realization problem, On‐line parameter estimation for a partially observable system subject to random failure, Modelling changing lag patterns in Dutch construction, Adaptive controller using filter banks to reject multi-sinusoidal disturbance, Stochastic approximation, A homotopy approach to improving PEM identification of ARMAX models, Asymptotically efficient recursive estimation for incomplete data models using the observed information., Stochastic approximation algorithms: overview and recent trends., A cumulant based algorithm for the identification of input-output quadratic systems, Recursive identification under scarce measurements-convergence analysis, Errors-in-variables methods in system identification, Unnamed Item, Robust real-time identification of linear systems with correlated noise, MFD models and time delays; some consequences for identification, Linear quadratic self-tuning control of a liquid-liquid extraction column, Recursive maximum likelihood identification of a non-linear output-affine model, Representations of non-linear systems: the NARMAX model, Choice of least-squares algorithms for the identification of ARM AX dynamic systems, On the parsimony principle, Parameter identification and convergence analysis based on the least-squares method for a class of non-linear systems Part 1. SISO case, Design of adaptive algorithms for the tracking of time‐varying systems, Partial convergence of extended least squares for insufficiently excited linear systems, Parameter identification and convergence analysis for a class of non-linear systems with time-varying random parameters, Frequency domain accuracy of recursively identified ARX models, Adaptive expert control, A result on the mean square error obtained using general tracking algorithms, Some asymptotic results in recursive identification using laguerre models, Construction of composite models from observed data, Properties of neural networks with applications to modelling non-linear dynamical systems, Modified recursive least-squares algorithm for parameter identification, Model reduction for discrete unstable systems based on generalized normal representations, Recursive hybrid algorithm for non-linear system identification using radial basis function networks, An augmented UD identification algorithm, On robust Kalman filtering, Neural network for system identification, Unnamed Item, Unnamed Item, Smoothed estimates for nonlinear time series models with irregular data, Recursive estimation of bilinear time series models, ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE MODELS VIA HIGH-ORDER AUTOREGRESSIVE APPROXIMATIONS, CONTRIBUTIONS TO EVOLUTIONARY SPECTRAL THEORY, Fixed-interval smoother in the identification of time-varying dynamics, Extended horizon self‐tuning control of a pulsed liquid‐liquid extraction column, Unnamed Item, Unnamed Item, Nonlinear control charts for jump detection