Persistence of excitation conditions and the convergence of adaptive schemes

DOI10.1109/TIT.1984.1056898zbMath0542.93063MaRDI QIDQ3331102

Bitmead, Robert R.

Publication date: 1984

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

exponential convergencepersistence of excitationhomogeneous adaptive estimation algorithmsmoving average modelling

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Stochastic stability in control theory (93E15)

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