Strong consistency in stochastic regression models via posterior covariance matrices (Q4364941)
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scientific article; zbMATH DE number 1088785
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| English | Strong consistency in stochastic regression models via posterior covariance matrices |
scientific article; zbMATH DE number 1088785 |
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Strong consistency in stochastic regression models via posterior covariance matrices (English)
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18 November 1997
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dynamic model
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stochastic approximation
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stochastic regressor
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martingale difference sequence
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adaptive control
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0.7829297184944153
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0.7709856033325195
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0.7639299631118774
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