A result on the mean square error obtained using general tracking algorithms

DOI10.1002/acs.4480050402zbMath0741.93050OpenAlexW2163925926MaRDI QIDQ3988175

Lennart Ljung, Pierre Priouret

Publication date: 28 June 1992

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.4480050402

zbMATH Keywords

adaptive algorithmsTracking

Mathematics Subject Classification ID

System identification (93B30) Adaptive control/observation systems (93C40)

Related Items

Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning, Recursive least-squares and accelerated convergence in stochastic approximation schemes, Adaptation and tracking in system identification - a survey, Recursive least squares estimator with multiple exponential windows in vector autoregression

Cites Work

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