This paper compares and contrasts the characteristics of the least squares parameter estimation algorithm applied to problems in filtering, prediction and control. We shall discuss the underlying assumptions, the specific form that the algorithm takes and comment on the similarities and differences in the analysis of convergence.
Published in:
Decision and Control including the Symposium on Adaptive Processes, 1980 19th IEEE Conference on
(Volume:19
)
Date of Conference: Dec. 1980