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

DOI10.1109/TAC.1982.1103099MaRDI QIDQ3958360zbMATH OpenOpenAlexFDO

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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