Reduced gradient computation in prediction error identification

DOI10.1109/TAC.1985.1104062MaRDI QIDQ3679093zbMATH OpenFDO

Authors Stacy D. Hill

Publication date 1985

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

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)

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Cited in

(1)

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

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