Towards more precise recursive prediction error algorithms

DOI10.1016/0005-1098(90)90011-6MaRDI QIDQ914639zbMATH OpenOpenAlexFDO

Authors Roman Weinfeld

Publication date 1990

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(90)90011-6

zbMATH Keywords

identificationrecursive Gauss-Newton algorithm

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cites work

• scientific article; zbMATH DE number 3875113 (Why is no real title available?)
• scientific article; zbMATH DE number 3788499 (Why is no real title available?)
• scientific article; zbMATH DE number 44386 (Why is no real title available?)
• scientific article; zbMATH DE number 3482185 (Why is no real title available?)
• Analysis of a general recursive prediction error identification algorithm
• Instrumental variable methods for system identification
• Maximum likelihood and prediction error methods
• Newton-Raphson algorithm for the recursive generalized least-squares identification

Cited in

(3)

• Reduced gradient computation in prediction error identification
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• Analytic first and second derivatives for the recursive prediction error algorithm's log likelihood function

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