A Representation Theorem for the Error of Recursive Estimators

DOI10.1137/S0363012991217421zbMath1139.93036OpenAlexW2179430109MaRDI QIDQ3427492

László Gerencsér

Publication date: 20 March 2007

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012991217421

zbMATH Keywords

recursive estimationstochastic complexityasymptotic covarianceadaptive predictionstochastic adaptive control\(L\)-mixing processes

Mathematics Subject Classification ID

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

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