Recursive parameter estimation of transfer function models

DOI10.1080/00207178408933290MaRDI QIDQ3330349zbMATH OpenOpenAlexFDO

Authors Mostafa Hashem Sherif, L.-M. Liu

Publication date 1984

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178408933290

zbMATH Keywords

convergence analysisextended Kalman filterLjung's theorymultiple-input transfer-function modelsrecursive estimation of transfer-function modelssimulation study

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10)

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Cites work

• A recursive approach to parameter estimation in regression and time series models
• A theoretical analysis of recursive identification methods
• Analysis of recursive stochastic algorithms
• Dynamic system identification. Experiment design and data analysis
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• Refined instrumental variable methods of recursive time-series analysis Part III. Extensions
• Stochastic processes and filtering theory

Cited in

(9)

• A time-varying model of rational learning
• Gauss, Kalman and advances in recursive parameter estimation
• ITERATIVE AND RECURSIVE ESTIMATION OF TRANSFER FUNCTIONS
• Recursive parameter estimation of transfer function matrix models via Simpson's integrating rules
• Recursive modular modelling methodology for lumped-parameter dynamic systems
• A recursive algorithm for estimating multiple models continuous transfer function with non-uniform sampling
• Real-time adaptive estimation of transfer functions. Review of available techniques and presentation of new solutions
• Transfer function identification by minimizing the adaptive vs. optimal filter state estimates mismatch
• Recursive parameter estimation: convergence

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