Performance analysis of least squares algorithm for multivariable stochastic systems

DOI10.14736/KYB-2023-1-0028OpenAlexW4323840415MaRDI QIDQ5887305

Ziming Wang, Xing-Hua Zhu, Unnamed Author

Publication date: 18 April 2023

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14736/kyb-2023-1-0028

zbMATH Keywords

least squaresmartingale theorynon-persistent excitation

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12) General systems (93A10)

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