Analysis of a general recursive prediction error identification algorithm
β Scribed by Lennart Ljung
- Publisher
- Elsevier Science
- Year
- 1981
- Tongue
- English
- Weight
- 979 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0005-1098
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β¦ Synopsis
A general recursive identification algorithm is found to have the same convergence properties as a family of off-line prediction error methods.
π SIMILAR VOLUMES
In this paper, recursive prediction error identification schemes are studied which incorporate Kalman gain calculations to ensure exponential stability of the predictor and related recursions. Thus there is an alternative to the trial and error projection techniques and stability test calculations o
Alagraet--An output error-based algorithm proposed by Landau and recently analysed by Dugard and Landau is shown to have a certain robustness property. Specifically it is proved that the parameters of the system transfer function can be estimated consistently with that algorithm even if the noise is