Abstract

Several recursive algorithms for parametric identification of discrete time systems derived from M.R.A.S. techniques in a deterministic environment areanalysed. All these algorithms belong to the class of output error method which have been very little discussed previously in the identification litterature. These algorithms are analysed in the stochastic environment using the O.D.E. method. A summary of the convergence properties of these algorithms is also given for the deterministic case. A comparative evaluation of these algorithms is presented with respect to recursive algorithms belonging to "equation error method" (least squares, extended least squares, approximate maxlirnum likelihood.

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