Counterexamples to general convergence of a commonly used recursive identification method
DOI10.1109/TAC.1975.1101078zbMATH Open0316.93034OpenAlexW2115040496WikidataQ124847349 ScholiaQ124847349MaRDI QIDQ4077841FDOQ4077841
Authors: Lennart Ljung, Ivar Gustavsson, Torsten Söderström
Publication date: 1975
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1975.1101078
System identification (93B30) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)
Cited In (21)
- Eigenvalue location of certain matrices arising in convergence analysis problems
- Theory and applications of selftuning regulators
- General convergence results for stochastic approximations via weak convergence theory
- Title not available (Why is that?)
- Identification of ‘ moving average’ plants under unobservable disturbances
- A method for adaptive estimation of ARMA processes
- Recursive output error identification algorithms theory and evaluation
- Learning in linear models with expectational leads
- On the asymptotic accuracy of pseudo-linear regression algorithms
- Globally convergent adaptive pole assignment for a class of non-minimum-phase stochastic systems
- Refined instrumental variable methods of recursive time-series analysis Part I. Single input, single output systems
- On the convergence of pseudo-linear regression algorithms
- On the concept of excitation in least squares identification and adaptive control†
- Learning to predict rationally when beliefs are heterogeneous
- Convergence of an adaptive filter algorithm
- Recursive maximum likelihood identification of a non-linear output-affine model
- Recursive identification algorithms for continuous systems using an adaptive procedure
- Ill convergence of minimum output energy infinite impulse response equalizer for digital vestigial sideband signals
- Non-convergence of the approximate maximum likelihood identification algorithm
- A theoretical analysis of recursive identification methods
- Least squares parameter estimation
This page was built for publication: Counterexamples to general convergence of a commonly used recursive identification method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4077841)