Recursive estimation of autoregression parameters (Q1111514): Difference between revisions
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Revision as of 22:01, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive estimation of autoregression parameters |
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Recursive estimation of autoregression parameters (English)
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1988
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Sufficient conditions are studied for almost sure convergence of recursive algorithms of estimation of the parameters of a linear dynamic plant described by an autoregression equation. It is assumed that the observation errors have a bounded moment of fixed order \(\nu\), \(\nu\geq 2\). This approach is based on studying the asymptotic behavior of the probabilities of large deviations.
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almost sure convergence
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recursive algorithms
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estimation of the parameters
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linear dynamic plant
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autoregression equation
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large deviations
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