Gradient computation in prediction error identification of linear discrete-time systems

DOI10.1109/TAC.1982.1102969MaRDI QIDQ3948982zbMATH OpenFDO

Authors G. A. van Zee, Okko H. Bosgra

Publication date 1982

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

zbMATH Keywords

prediction error identificationgradient computation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Dynamic programming (90C39) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

Cited in

(2)

• A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems
• Test for local structural identifiability of high-order non-linearly parametrized state space models

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