Towards a Useful Approximation of the Optimal Recursive Parameter Estimator

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dc.contributor.authorWiberg, D. M.en_US
dc.contributor.authorLjungquist, D.en_US
dc.contributor.authorPowell, T. D.en_US
dc.contributor.departmentISRen_US
dc.date.accessioned2007-05-23T09:56:24Z
dc.date.available2007-05-23T09:56:24Z
dc.date.issued1994en_US
dc.description.abstractA recursive parameter estimator in discrete time is presented for multiple-input, multiple-output linear stochastic systems that are bilinear in the parameters and state. It is globally convergent to minima of the asymptotic negative log likelihood function, and approximates the fast transient response of the optimal nonlinear filter used as a parameter estimator.en_US
dc.format.extent870576 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/5503
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 1994-23en_US
dc.subjectparameter estimationen_US
dc.subjectnonlinear filteringen_US
dc.subjectrecursive estimationen_US
dc.subjectsystem identificationen_US
dc.subjectoptimal estimationen_US
dc.subjectestimation theoryen_US
dc.subjectglobal convergenceen_US
dc.subjectSystems Integrationen_US
dc.titleTowards a Useful Approximation of the Optimal Recursive Parameter Estimatoren_US
dc.typeTechnical Reporten_US

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