Weighted Estimation and Tracking for ARMAX Models

DOI10.1137/S0363012992221803zbMath0829.93072MaRDI QIDQ4763540

Bernard Bercu

Publication date: 18 May 1995

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

zbMATH Keywords

linear systemstrong consistencyweighted least squaresstochastic gradientadaptive tracking

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Martingales with discrete parameter (60G42) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)

Related Items (10)

Adaptive control of continuous time stochastic systems ⋮ On adaptive linear-quadratic regulators ⋮ Stochastic linear quadratic adaptive control for continuous-time first-order systems ⋮ A new concept of strong controllability via the Schur complement for ARX models in adaptive tracking ⋮ Application of a genetic algorithm to compute the control of a complex dynamic system ⋮ On the usefulness of persistent excitation in ARX adaptive tracking ⋮ Adaptive tracking and recursive identification for Hammerstein systems ⋮ Adaptive stabilization of noncooperative stochastic differential games ⋮ Adaptive one-step-ahead optimal controller based on WLS schemes ⋮ Adaptive control of a class of discrete-time affine nonlinear systems

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