Gradient computation in prediction error identification of linear discrete-time systems |
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Authors: | Van Zee G. Bosgra O. |
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Affiliation: | Wageningen University Agriculture, Wageningen, The Netherlands; |
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Abstract: | A dynamic programming formulation is used to derive efficient expressions for the gradient of the identification criterion with respect to the parameters of a linear time-invariant system. These expressions reduce the computational costs of the parameter optimization step in prediction error identification. |
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