On duality of regularized exponential and linear forgetting
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Publication:674932
DOI10.1016/0005-1098(96)00092-1zbMath0868.93064MaRDI QIDQ674932
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
exponential forgetting; parameter estimation; duality; Kullback-Leibler divergence; ARX model; Bayesian decision problem; linear forgetting; parameter tracking
93E10: Estimation and detection in stochastic control theory
93E12: Identification in stochastic control theory
93E35: Stochastic learning and adaptive control
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