A globally convergent adaptive predictor
From MaRDI portal
Publication:1148272
DOI10.1016/0005-1098(81)90089-3zbMath0451.93028MaRDI QIDQ1148272
Graham C. Goodwin, Peter E. Caines, Peter J. Ramadge
Publication date: 1981
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(81)90089-3
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
93B30: System identification
93C40: Adaptive control/observation systems
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Cites Work
- The convergence of AML
- Discrete Time Stochastic Adaptive Control
- An adaptive d-step ahead predictor based on least squares
- A self-tuning predictor
- On positive real transfer functions and the convergence of some recursive schemes
- On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
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