Recursive Prediction Error Methods for Adaptive Estimation

Analysis of recursive stochastic algorithms

1977 • 1,471 citations

Dynamic System Identification - Experiment Design and Data Analysis

1977 • 1,425 citations

Computational aspects of maximum likelihood estimation and reduction in sensitivity function calculations

1974 • 277 citations

Square-root algorithms for least-squares estimation

1975 • 249 citations

Dynamic Stochastic Models from Empirical Data

1976 • 221 citations

The simultaneous on-line estimation of parameters and states in linear systems

1976 • 133 citations

A Comparative Study of Recursive Identification Methods

1974 • 90 citations

Model approximations via prediction error identification

1978 • 68 citations

Convergence of an adaptive filter algorithm

1978 • 37 citations

Multivariable adaptive parameter and state estimators with convergence analysis

1979 • 36 citations

Theorems for the Asymptotic Analysis of Recursive Stochastic Algorithms

1975 • 28 citations

State inverse and decorrelated state stochastic approximation

1980 • 16 citations

The Extended Kalman Filter as a Parameter Estimator for Linear Systems

1977 • 12 citations

Prediction Error Identification Methods

1978 • 12 citations

Dynamic stochastic control of freeway corridor systems, volume IV: estimation of traffic variables via extended Kalman filter methods

1975 • 9 citations

Inverse State and Decorrelated State Stochastic Approximation

1979 • 3 citations