On the stability of time-varying models obtained by extended recursive least-squares identification

DOI10.1080/00207728508926774MaRDI QIDQ3715005zbMATH OpenOpenAlexFDO

Authors Mohamed Ahmed Fkirin

Publication date 1985

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728508926774

zbMATH Keywords

stabilityextended recursive least-squares modelsstochastic time- varying dynamic systems

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Model systems in control theory (93C99) Identification in stochastic control theory (93E12) Stochastic stability in control theory (93E15)

Recommendations

• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
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Cites work

• scientific article; zbMATH DE number 3875113 (Why is no real title available?)
• A fundamental approach to the convergence analysis of least squares algorithms
• A solution of the smoothing problem for linear dynamic systems
• On positive real transfer functions and the convergence of some recursive schemes

Cited in

(5)

• Stability of least-squares models fitted to multivariable input-output data
• Choice of least-squares algorithms for the identification of ARM AX dynamic systems
• Frequency domain accuracy of recursively identified ARX models
• Recursive solution and stability conditions for 2-D least-squares modeling and stabilization problems
• Stability of an overparametrized model

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