Recursive identification and parameter estimation

DOI10.1201/B17078MaRDI QIDQ5402784zbMATH OpenOpenAlexFDO

Authors Hanfu Chen, Wenxiao Zhao

Publication date 17 March 2014

Full work available at URL https://doi.org/10.1201/b17078

zbMATH Keywords

system identificationparameter estimation problemsautoregressive and moving average with exogenous inputstochastic approximation algorithms with expanding truncations (SAAWET)

Mathematics Subject Classification ID

Stochastic programming (90C15) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)

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