Iterative least-squares parameter estimation for ARMA pulse response and output disturbance

DOI10.1109/TAC.1982.1103099zbMATH Open0494.93043OpenAlexW2135559159MaRDI QIDQ3958360FDOQ3958360

Authors: Peter Löhnberg, G. H. J. Wisselink 

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1109/tac.1982.1103099

zbMATH Keywords

pulse responseoutput disturbanceautoregressive moving-average systemiterative inverse filteringiterative least-squares parameter estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Transformations (93B17)

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