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Recursive identification and parameter estimation

Recursive Identification and Parameter Estimation describes a recursive approach to solving system identification and parameter estimation problems arising from diverse areas. Supplying rigorous theoretical analysis, it presents the material and proposed algorithms in a manner that makes it easy to...

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Bibliographic Details
Main Authors: Chen, Hanfu (Author), Zhao, Wenxiao (Author)
Format: Book
Language:English
Published: Boca Raton CRC Press, Taylor & Francis Group [2014]
Subjects:
Systems engineering > Mathematics
Parameter estimation
Recursive functions
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Table of Contents:
  • Dependent Random Vectors
  • Recursive Parameter Estimation
  • Recursive Identification for ARMAX Systems
  • Recursive Identification for Nonlinear Systems
  • Other Problems Reducible to Parameter Estimation
  • Appendix A: Proof of Some Theorems in Chapter 1
  • Appendix B: Nonnegative Matrices.

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