The convergence of AML
From MaRDI portal
Publication:3856013
DOI10.1109/TAC.1979.1102183zbMath0422.62083OpenAlexW2020398394MaRDI QIDQ3856013
Publication date: 1979
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1979.1102183
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items
On the convergence of pseudo-linear regression algorithms ⋮ Convergence and logarithm laws of self-tuning regulators ⋮ A combined algorithm for identification and approximation ⋮ Direct adaptive control for linear multivariable systems† ⋮ On the concept of excitation in least squares identification and adaptive control† ⋮ Adaptive filters with constraints and correlated non-stationary signals ⋮ Extended LQG self-tuning controller in a mixed background ⋮ Two-stage RLS algorithm for estimating ARCH models ⋮ Learning in linear models with expectational leads ⋮ Convergence rate of least-squares identification and adaptive control for stochastic systems† ⋮ Stability of dynamic models obtained by ARMAX lattice predictor ⋮ RLS parameter convergence with overparameterized models ⋮ The method of averaged models for discrete-time adaptive systems ⋮ Multi-innovation least squares identification methods based on the auxiliary model for MISO systems ⋮ A New Recursive Estimation Method for Single Input Single Output Models ⋮ A globally convergent adaptive predictor ⋮ PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS ⋮ The convergence of an instrumental-variable-like recursion ⋮ Parameter estimation with scarce measurements ⋮ Will the PLS criterion for order estimation work with AML and a posteriori prediction error? ⋮ Adaptive control of linear delay time systems* ⋮ Parameter adaptive control algorithms - a tutorial ⋮ Control: a perspective ⋮ System identification techniques for adaptive signal processing ⋮ Convergence of the generalized dual control algorithm ⋮ Performance analysis of stochastic gradient algorithms under weak conditions ⋮ A convergence theorem for a special class of stochastic processes ⋮ Choice of least-squares algorithms for the identification of ARM AX dynamic systems ⋮ On the rareness of generalized sub- and supermartingales in the class of all uniformlyL1bounded stochastic processes ⋮ Convergence analysis of estimation algorithms for dual-rate stochastic systems ⋮ Convergence results for continuous-time adaptive stochastic filtering algorithms ⋮ Recent results on least squares-based adaptive control of linear stochastic systems in white noise. ⋮ The residual based extended least squares identification method for dual-rate systems ⋮ On consistency of recursive least squares identification algorithms for controlled auto-regression models ⋮ Adaptive algorithms with filtered regressor and filtered error ⋮ On ARX(\(\infty)\) approximation ⋮ Variable forgetting factors in parameter estimation ⋮ Lattice implementation of some recursive parameter-estimation algorithms† ⋮ An On-Line Estimation Algorithm for Periodic Autoregressive Models ⋮ Recursive Estimation of GARCH Models ⋮ Stochastic identification and digital control of a heat exchanger: a simulation test case ⋮ Identification of Hammerstein nonlinear ARMAX systems ⋮ A perspective on convergence of adaptive control algorithms ⋮ Emprical distribution for linear system identification ⋮ Identification of ‘ moving average’ plants under unobservable disturbances
