Convergence analysis of the RLS identification algorithm with exponential forgetting in stationary ARX-structures (Q4244226)

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scientific article; zbMATH DE number 1290289
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Convergence analysis of the RLS identification algorithm with exponential forgetting in stationary ARX-structures
scientific article; zbMATH DE number 1290289

    Statements

    2 November 1999
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    Markovian perturbation
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    recursive least-square identification
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    exponential forgetting
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    stationary Gaussian ARX-process
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    first and second moments
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    Convergence analysis of the RLS identification algorithm with exponential forgetting in stationary ARX-structures (English)
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