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.
KeywordsFiltration Covariance Explosive Convolution PAmin
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