On the concept of excitation in least squares identification and adaptive control†

DOI10.1080/17442508608833375zbMath0595.60048OpenAlexW1997333599MaRDI QIDQ3727070

Tze Leung Lai, Ching-Zong Wei

Publication date: 1986

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833375

zbMATH Keywords

identificationmartingale difference sequencesARMAX modelsoccasional excitation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35) Identification in stochastic control theory (93E12)

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