Asymptotically efficient adaptive control in stochastic regression models

DOI10.1016/0196-8858(86)90004-7zbMath0615.93041OpenAlexW1963488305MaRDI QIDQ1821070

Tze Leung Lai

Publication date: 1986

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0196-8858(86)90004-7

zbMATH Keywords

global convergenceparameter estimationregression modelself-tuning controlwhite-noise probing inputs

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear inference, regression (62J99) Robustness and adaptive procedures (parametric inference) (62F35) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Related Items (6)

Identification and adaptation with binary-valued observations under non-persistent excitation condition ⋮ Convergence and logarithm laws of self-tuning regulators ⋮ On the concept of excitation in least squares identification and adaptive control^† ⋮ On adaptive linear-quadratic regulators ⋮ Optimal experimental design and some related control problems ⋮ Unnamed Item

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• An Extension of the Robbins-Monro Procedure
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