On-Line Identification in an Unknown Stochastic Environment

DOI10.1109/TSMC.1972.4309196MaRDI QIDQ5656663zbMATH OpenOpenAlexFDO

Authors Willy R. Wouters

Publication date 1972

Published in IEEE Transactions on Systems, Man, and Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsmc.1972.4309196

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cited in

(5)

• Comparison of some instrumental variable methods - consistency and accuracy aspects
• Instrumental-variable methods for identification of Hammerstein systems
• Identification of stochastic linear systems in presence of input noise
• Instrumental variable method for systems with filtered white noise input
• Order-recursive methods for instrumental variable estimates and instrumental variable inverses

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