Stochastic continuous-time model reference adaptive systems with decreasing gain (Q3954694)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Stochastic continuous-time model reference adaptive systems with decreasing gain
scientific article

    Statements

    Stochastic continuous-time model reference adaptive systems with decreasing gain (English)
    0 references
    0 references
    1982
    0 references
    0 references
    0 references
    0 references
    0 references
    continuous-time model reference adaptive systems
    0 references
    decreasing gain
    0 references
    continuous stochastic models
    0 references
    Ornstein-Uhlenbeck process
    0 references
    logistic models
    0 references
    recursive estimation of drift parameter of Ito process
    0 references
    criterion for explosions
    0 references
    autoregressive process
    0 references
    logistic model
    0 references
    optimality properties
    0 references
    state space invariance
    0 references
    strong consistency
    0 references
    weak convergence
    0 references
    0 references
    0 references