On-line modified least-squares parameter estimation of linear discrete dynamic systems

DOI10.1080/00207177708922235zbMath0349.93053OpenAlexW1985874053MaRDI QIDQ4120456

Kiyoshi Wada, Setsuo Sagara

Publication date: 1977

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177708922235

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

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Cites Work

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• Identification in automatic control systems
• System identification. A survey
• An Approach to Time Series Analysis
• The Estimation of Distributed Lags
• System Identification and the Principle of Random Contraction Mapping

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