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Analysis of an output error identification algorithm. (English) Zbl 0474.93064


MSC:

93E12 Identification in stochastic control theory
93E10 Estimation and detection in stochastic control theory
93E25 Computational methods in stochastic control (MSC2010)
93B35 Sensitivity (robustness)
93B17 Transformations
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References:

[1] Dugard, L., Etude des systèmes adaptatifs avec modèle de référence dans un environnement stochastique, ()
[2] Dugard, L.; Landau, I.D., Recursive output error identification algorithms, Automatica, 16, 443, (1980) · Zbl 0441.93025
[3] Holst, J., Adaptive prediction and recursive estimation, ()
[4] Johnson, C.R.; Hamm, A.L., Limitations of output error identifier initialization with biased equation error estimates, IEEE trans aut. control, AC-25, 124, (1980) · Zbl 0431.93052
[5] Landau, I.D., Elimination of the real positivity condition in the design of parallel MRAS, IEEE trans aut. control, AC-23, 1015, (1978) · Zbl 0388.93059
[6] Ljung, L., On positive real transfer functions and the convergence of some recursive schemes, IEEE trans aut. control, AC-22, 539, (1977) · Zbl 0361.93063
[7] Ljung, L., Convergence analysis of parametric identification methods, IEEE trans aut. control, AC-23, 770, (1978) · Zbl 0392.93038
[8] Söderström, T.; Slodertrlïm, T., On the convergence properties of the generalized least-squares identification method, (), Automatica, 10, 617, (1974), also a summarized version
[9] Söderström, T.; Ljung, L.; Gustavsson, I., A theoretical analysis of recursive identification methods, Automatica, 14, 231, (1978) · Zbl 0418.93084
[10] Stoica, P.; Söderström, T., Asymptotic behaviour of some bootstrap estimators, Int. J. control, 33, 433, (1981) · Zbl 0456.93049
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.