Estimation of parameters in a partially whitened representation of a stochastic process

DOI10.1109/TAC.1974.1100459MaRDI QIDQ4404752zbMATH OpenOpenAlexFDO

Authors Rangasami L. Kashyap

Publication date 1974

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

Full work available at URL https://doi.org/10.1109/tac.1974.1100459

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Information theory (general) (94A15) Estimation and detection in stochastic control theory (93E10) Stochastic analysis (60H99)

Cited in

(3)

• On-line identification of parameters of a linear multivariable discrete- time system and their convergence characteristics
• Comparison of six one-line identification algorithms
• Non-convergence of the approximate maximum likelihood identification algorithm

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