The Steiglitz-McBride identification algorithm revisited--Convergence analysis and accuracy aspects
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Publication:3947566
DOI10.1109/TAC.1981.1102679zbMath0486.93070OpenAlexW2172082335MaRDI QIDQ3947566
Petre Stoica, Torsten Söderström
Publication date: 1981
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1981.1102679
convergenceaccuracyglobal convergence propertiesexplicit expression for asymptotic covariance matrixSteiglitz-McBride identification algorithm
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