Reduced gradient computation in prediction error identification

DOI10.1109/TAC.1985.1104062zbMATH Open0564.93072MaRDI QIDQ3679093FDOQ3679093

Authors: Stacy D. Hill 

Publication date: 1985

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

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zbMATH Keywords

identification algorithmsadjoint equationsprediction error method

Mathematics Subject Classification ID

Stochastic programming (90C15) Methods of reduced gradient type (90C52) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

Cited In (1)

• A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems

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