Recursive Prediction Error Methods for Adaptive Estimation

DOI10.1109/TSMC.1979.4310182MaRDI QIDQ4186168zbMATH OpenOpenAlexFDO

Authors John Moore, Haim Weiss

Publication date 1979

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.1979.4310182

zbMATH Keywords

Adaptive EstimationRecursive Prediction Error

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10)

Cited in

(3)

• Asymptotically optimum recursive prediction error methods in adaptive estimation and control
• Recursive prediction error algorithms without a stability test
• An innovation representation for nonlinear systems with application to parameter and state estimation

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