Asymptotically efficient adaptive control algorithm for multivariate linear plants
asymptotic efficiencyrecursive estimationstochastic approximation algorithmrandom disturbancesweighted averagingadaptive control algorithmmultivariate linear stochastic plants
Linear systems in control theory (93C05) Multivariable systems, multidimensional control systems (93C35) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Adaptive or robust stabilization (93D21) Least squares and related methods for stochastic control systems (93E24) Stochastic learning and adaptive control (93E35)
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