Adaptive RLS algorithms under stochastic excitation-L/sup 2/ convergence analysis

DOI10.1109/9.133189zbMath0749.93074OpenAlexW2071252334MaRDI QIDQ3981756

Bittanti, Sergio, Marco C. Campi

Publication date: 26 June 1992

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.133189

zbMATH Keywords

least squares algorithm

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

Related Items (2)

Adaptive RLS algorithms under stochastic excitation. - Strong consistency analysis ⋮ Recursive least squares estimator with multiple exponential windows in vector autoregression

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