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Abstract

This paper discusses six popular parameter identification algorithms developed mainly for linear discrete-time dynamic systems. They are namely the Crosscorrelation technique, the first and second Stochastic Approximation methods, the Maximum Likelihood method, the Maximum a-posteriori probability filter, and the extended Kalman filter. Their computational properties are compared and their convergence is tested on two fourth order discrete-time systems. An overall evaluation of the methods is also presented.