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.

Han-Fu Chen graduated from the Leningrad (St. Petersburg) State University and joined the Institute of Mathematics, Chinese Academy of Sciences (CAS). Since 1979, he has been with the Institute of Systems Science, being now a part of the Academy of Mathematics and Systems Science, CAS. He is a professor of the Key Laboratory of Systems and Control of CAS. His research interests are mainly in stochastic systems, including system identification, adaptive control, and stochastic approximation and its applications to systems, control, and signal processing. He authored and coauthored more than 200 journal papers and seven books. Han-Fu Chen served as an IFAC Council member (2002-2005), president of the Chinese Association of Automation (1993-2002), and a permanent member of the Council of the Chinese Mathematics Society (1991-1999). He is an IEEE fellow, IFAC fellow, a member of TWAS, and a member of CAS. Wenxiao Zhao received his BSc degree from the Department of Mathematics, Shandong University, China in 2003 and the PhD degree from the Institute of Systems Science, AMSS, the Chinese Academy of Sciences (CAS) in 2008. After this he was a postdoctoral student at the Department of Automation, Tsinghua University. During this period he visited the University of Western Sydney, Australia, for nine months. Then, Dr. Zhao joined the Institute of Systems Sciences, CAS in 2010. He now is with the Key Laboratory of Systems and Control, CAS as an associate professor. His research interests are in system identification, adaptive control, and system biology. He serves as the general secretary of the IEEE Control Systems Beijing Chapter and an associate editor of the Journal of Systems Science and Mathematical Sciences

Dependent Random Vectors. Recursive Parameter Estimation. Recursive Identification for ARMAX Systems. Recursive Identification for Nonlinear Systems. Other Problems Reducible to Parameter Estimation.