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.


Filtration Covariance Explosive Convolution PAmin 


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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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