Recursive estimation of minimum eigenvalues of information matrices

zbMath0629.93071MaRDI QIDQ1094382

A. I. Zhdanov

Publication date: 1987

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

global convergenceparameter identificationestimation algorithminformation matricesstochastic adaptive control

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12) Eigenvalues, singular values, and eigenvectors (15A18) Stochastic approximation (62L20) Finite difference methods for boundary value problems involving PDEs (65N06) Sequential estimation (62L12) Ordinal and cardinal numbers (03E10)

Related Items (1)

The method of averaged models for discrete-time adaptive systems

This page was built for publication: Recursive estimation of minimum eigenvalues of information matrices