Some aspects of recursive parameter estimation
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Publication:3893783
DOI10.1080/00207178008922864zbMath0447.93045OpenAlexW2170720933MaRDI QIDQ3893783
Publication date: 1980
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207178008922864
Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Stochastic approximation (62L20)
Related Items (8)
Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview ⋮ Continuous-time constrained least-squares algorithms for recursive parameter estimation of stochastic linear systems by a stabilized output-error method ⋮ Estimation of distribution algorithms for the computation of innovation estimators of diffusion processes ⋮ The convergence of an instrumental-variable-like recursion ⋮ Computational Methods for Time Series Analysis ⋮ A simple robust method of fractional time-delay estimation for linear dynamic systems ⋮ Frequency-domain identification of aircraft structural modes from short-duration flight tests ⋮ Advanced methods of recursive time-series analysis
Cites Work
- Linear multivariable systems
- The convergence of some recursion
- An approach to multivariable system identification
- A survey of model reference adaptive techniques - theory and applications
- Stochastic processes and filtering theory
- Adaption and learning in automatic systems. Translated by Z. J. Nikolic
- The Estimation of Some Continuous Time Models
- Stable Adaptive Schemes for System Identification and Control-Part I
- A recursive (on-line) maximum likelihood identification method
- Adaptive observers with exponential rate of convergence
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