Factorizations that relax the positive real condition in continuous-time and fast-sampled ELS schemes

DOI10.1002/ACS.4480040506MaRDI QIDQ3351299zbMATH OpenOpenAlexWikidataFDO

Authors Vikram Krishnamurthy, B. Wahlberg, John Moore

Publication date 1990

Published in International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/acs.4480040506

zbMATH Keywords

ARMAX model identificationcontinuous-timeextended least-squaresoutput reachability characterization

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

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(2)

• Convergence of continuous time stochastic ELS parameter estimation
• scientific article; zbMATH DE number 1159262 (Why is no real title available?)

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