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

DOI10.1109/TAC.1974.1100459zbMATH Open0278.93033OpenAlexW2139798638MaRDI QIDQ4404752FDOQ4404752

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)

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

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