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Stochastic continuous-time model reference adaptive systems with decreasing gain - MaRDI portal

Stochastic continuous-time model reference adaptive systems with decreasing gain (Q3954694)

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Stochastic continuous-time model reference adaptive systems with decreasing gain
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    Stochastic continuous-time model reference adaptive systems with decreasing gain (English)
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    1982
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    continuous-time model reference adaptive systems
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    decreasing gain
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    continuous stochastic models
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    Ornstein-Uhlenbeck process
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    logistic models
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    recursive estimation of drift parameter of Ito process
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    criterion for explosions
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    autoregressive process
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    logistic model
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    optimality properties
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    state space invariance
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    strong consistency
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    weak convergence
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