scientific article; zbMATH DE number 3788499

MaRDI QIDQ3966024zbMATH OpenFDO

Authors Lennart Ljung

Publication date 1980

zbMATH Keywords

equation- error modelsrecursive identification algorithmsstochastic Newton methods

Mathematics Subject Classification ID

Newton-type methods (49M15) Stochastic approximation (62L20) Stochastic programming (90C15) Methods of reduced gradient type (90C52) Identification in stochastic control theory (93E12)

Cited in

(13)

• Convergence analysis of ladder algorithms for AR and ARMA models
• Recursive output error identification algorithms theory and evaluation
• A globally convergent adaptive predictor
• Analysis of a general recursive prediction error identification algorithm
• Recursive prediction error algorithms without a stability test
• A problem with effectively overspecified adaptive identifiers
• General convergence results for stochastic approximations via weak convergence theory
• Theory and applications of selftuning regulators
• Self-tuning regulators for a class of multivariable systems
• Unbiased estimation of a sinusoid in colored noise via adapted notch filters
• Electromagnetic signal processing: An estimation/identification application
• Reduced-order performance of parallel and series-parallel identifiers with weakly observable parasitics
• Towards more precise recursive prediction error algorithms

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