Recursive Identification and Parameter Estimation describes a recursive approach to solving system identification and parameter estimation problems arising from diverse areas. Supplying rigorous theoretical analysis, it presents the material and proposed algorithms in a manner that makes it easy to understand providing readers with the modeling and identification skills required for successful theoretical research and effective application.
The book begins by introducing the basic concepts of probability theory, including martingales, martingale difference sequences, Markov...

Recursive Identification and Parameter Estimation describes a recursive approach to solving system identification and parameter estimation problems arising from diverse areas. Supplying rigorous theoretical analysis, it presents the material and proposed algorithms in a manner that makes it easy to understand providing readers with the modeling and identification skills required for successful theoretical research and effective application.
The book begins by introducing the basic concepts of probability theory, including martingales, martingale difference sequences, Markov...