Recursive Identification and Parameter Estimation

Recursive Identification and Parameter Estimation describes a recursive approach to solving system identification and parameter estimation problems arising from diverse areas.

Supplying a systematic description of recursive estimation methods, it provides rigorous theoretical analysis of recursive solutions to problems of stochastic systems.

Presenting the material and proposed algorithms in a manner that makes it easy to understand, the book provides readers with the modeling and identification skills required for successful theoretical research and effective applications.