Surveys

Optimal parameter estimation algorithms in identification problems

Ya. Z. Tsypkin

Moscow

Abstract: Identification algorithms, optimal and optimal on a class in terms of asymptotic Tate of convergence are described. Algorithms optimal on a class are found to be related with robust algorithms. The possibility is discussed of accelerating the obtaining of estimates at initial steps by incorporating a priori information on the optimal solution. Such accelerating algorithms are shown to regularize the estimates. Papers on development of algorithms, optimal and optimal on a class, are surveyed.

UDC: 62-501.72:62-505


Received: 06.10.1981

 English version: Automation and Remote Control, 1982, 43:12, 1505–1517

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