Comparison of six on-line identification algorithms
Automatica (Journal of IFAC)
Comparison of six on-line identification and parameter estimation methods
Automatica (Journal of IFAC)
Convergence properties of the generalised least squares identitication method
Automatica (Journal of IFAC)
Automatica (Journal of IFAC)
Paper: Theory and applications of self-tuning regulators
Automatica (Journal of IFAC)
System identification-A survey
Automatica (Journal of IFAC)
Application of ARMA models to automatic channel equalization
Information Sciences: an International Journal
IIR system identification using cat swarm optimization
Expert Systems with Applications: An International Journal
Brief paper: Recursive prediction error algorithms without a stability test
Automatica (Journal of IFAC)
Comparison of some instrumental variable methods-Consistency and accuracy aspects
Automatica (Journal of IFAC)
Analysis of a general recursive prediction error identification algorithm
Automatica (Journal of IFAC)
Paper: State inverse and decorrelated state stochastic approximation
Automatica (Journal of IFAC)
Special section system identification tutorial: Practical aspects of process identification
Automatica (Journal of IFAC)
Paper: Recursive output error identification algorithms theory and evaluation
Automatica (Journal of IFAC)
Microcomputer based self-tuning and self-selecting controllers
Automatica (Journal of IFAC)
Comments on 'non-convergence of the approximate maximum likelihood identification algorithm'
Automatica (Journal of IFAC)
Paper: Theory and applications of self-tuning regulators
Automatica (Journal of IFAC)
Brief paper: A two-level estimator for time varying parameters
Automatica (Journal of IFAC)
Brief paper: Some properties of the output error method
Automatica (Journal of IFAC)
Automatica (Journal of IFAC)
Brief paper: Variable forgetting factors in parameter estimation
Automatica (Journal of IFAC)
Detection techniques in least squares identification
Automatica (Journal of IFAC)
Technical communique: Analysis of an output error identification algorithm
Automatica (Journal of IFAC)
Paper: Selecting the best linear transfer function model
Automatica (Journal of IFAC)
Brief paper: Variance constrained self-tuning control
Automatica (Journal of IFAC)
Differential constraints for bounded recursive identification with multivariate splines
Automatica (Journal of IFAC)
Hi-index | 22.18 |
In this paper five different recursive identification methods will be analyzed and compared, namely recursive versions of the least squares method, the instrumental variable method, the generalized least squares method, the extended least squares method and the maximum likelihood method. They are shown to be similar in structure and need of computer storage and time. Making use of recently developed theory for asymptotic analysis of recursive stochastic algorithms, these methods are examined from a theoretical viewpoint. Possible convergence points and their global and local convergence properties are studied. The theoretical analysis is illustrated and supplemented by simulations.