Stability of Recursive Stochastic Tracking Algorithms
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Publication:4308536
DOI10.1137/S0363012992225606zbMath0814.93073OpenAlexW2173639595MaRDI QIDQ4308536
Publication date: 4 October 1994
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012992225606
Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03) Random matrices (algebraic aspects) (15B52)
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