Linear Identification and Tracking

  • Marie Duflo
Part of the Stochastic Modelling and Applied Probability book series (SMAP, volume 34)


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.


Prediction Error Tracking Control Consistent Estimator ARMA Model Tracking Problem 
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Copyright information

© Springer-Verlag Berlin Heidelberg 1997

Authors and Affiliations

  • Marie Duflo
    • 1
  1. 1.Equipe d’Analyse et de Mathématiques AppliquéesUniversité de Marne-la-ValléeNoisy-Le-Grand CedexFrance

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