Extended least squares and their applications to adaptive control and prediction in linear systems

DOI10.1109/TAC.1986.1104138zbMath0603.93060OpenAlexW2043265117MaRDI QIDQ3741552

Tze Leung Lai, Ching-Zong Wei

Publication date: 1986

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1986.1104138

zbMATH Keywords

strong consistencyadaptive predictorsrecursive extended least squares

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Probabilistic methods, stochastic differential equations (65C99)

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