Gradient estimation algorithms for equation error formulations
- 1 December 1974
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 19 (6) , 820-824
- https://doi.org/10.1109/tac.1974.1100718
Abstract
This paper presents the theory for and illustrates the application of gradient parameter estimation algorithms which have been developed for equation error formulations of parameter identification problems. These algorithms are computationally simple; hence, they are ideal candidates for on-line applications. They are limited, however, by availability of first- and second-order statistics of noise processes.Keywords
This publication has 3 references indexed in Scilit:
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- A learning method for system identificationIEEE Transactions on Automatic Control, 1967