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scientific article; zbMATH DE number 218711
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 218711 |
Statements
29 June 1993
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monitored maximum likelihood
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recursive least squares
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autoregressive moving average with exogenous inputs
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ARMAX system
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linear stochastic difference equation
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backshift operator
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martingale theory
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extended least squares
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extended stochastic Lyapunov functions
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consistent recursive estimators
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method of moments
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\(M\)-estimators
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consistency
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asymptotic normality
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asymptotic efficiency
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on-line prediction
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adaptive control
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