On duality of regularized exponential and linear forgetting

DOI10.1016/0005-1098(96)00092-1zbMath0868.93064OpenAlexW1996241538MaRDI QIDQ674932

Juan-Miguel Gracia

Publication date: 6 March 1997

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(96)00092-1

zbMATH Keywords

exponential forgettingparameter estimationdualityKullback-Leibler divergenceARX modelBayesian decision problemlinear forgettingparameter tracking

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Stochastic learning and adaptive control (93E35)

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• Adaptation and tracking in system identification - a survey
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• Factorization methods for discrete sequential estimation
• Differential-geometrical methods in statistics
• Stochastic processes and filtering theory
• On a general concept of forgetting
• Stabilized least-squares type adaptive identifiers
• Design issues in adaptive control

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