Optimal Adaptive Control and Consistent Parameter Estimates for ARMAX Model with Quadratic Cost

DOI10.1137/0325047zbMath0632.93045OpenAlexW2175257807MaRDI QIDQ3770397

Chen, Hanfu, Lei Guo

Publication date: 1987

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0325047

zbMATH Keywords

consistencyoptimalitystochastic gradient algorithmrandomly varying truncationmultidimensional ARMAX modeladaptive control lawattenuaing excitation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Multivariable systems, multidimensional control systems (93C35) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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