Linear Identification and Tracking
Control theorists aim to solve two problems: to identify the model studied, i.e. to estimate its parameters; and to track a given trajectory. The algebraic techniques of Chapter 4 lead to good solutions of these two problems. The least-squares estimator gives estimates of good solutions. For tracking, it is simpler to use other recursive estimators, namely the gradient estimator or the weighted estimator.
KeywordsPrediction Error Tracking Control Consistent Estimator ARMA Model Tracking Problem
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