Asymptotic normality and the rate of convergence of recursive stochastic processes with a nonlinear residual transformation

zbMath0796.93109MaRDI QIDQ1320740

S. N. Tikhonov, Alexander S. Poznyak

Publication date: 18 May 1994

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

zbMATH Keywords

asymptotic normalitycovariance matrixrecursive algorithms

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Related Items (1)

Robust identification under correlated and non-Gaussian noises: WMLLM procedure

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