Recursive estimators with Markovian jumps
From MaRDI portal
Publication:360693
DOI10.1016/j.sysconle.2012.07.003zbMath1270.93111MaRDI QIDQ360693
Håkan Hjalmarsson, Lirong Huang
Publication date: 27 August 2013
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0167691112001363
stochastic approximation; joint spectral radius; adaptive estimation; recursive estimation; event-triggered Markovian jumps; non-minimum phase zeros
93C40: Adaptive control/observation systems
93E10: Estimation and detection in stochastic control theory
93B60: Eigenvalue problems
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Almost sure convergence of Titterington's recursive estimator for mixture models
- Distributed learning and cooperative control for multi-agent systems
- Variance-error quantification for identified poles and zeros
- Sets of matrices all infinite products of which converge
- Bounded semigroups of matrices
- Identification and stochastic adaptive control
- Stochastic approximation and its applications
- An adaptive method for consistent estimation of real-valued non-minimum phase zeros in stable LTI systems
- Convergence of an adaptive linear estimation algorithm
- A Representation Theorem for the Error of Recursive Estimators
- Rate of Convergence of Recursive Estimators
- On positive real transfer functions and the convergence of some recursive schemes
- Analysis of recursive stochastic algorithms
- Introduction to Stochastic Search and Optimization
- Dynamical systems which undergo switching
- General results on the convergence of stochastic algorithms
- New Approach to Recursive Identification for ARMAX Systems
- BIBO stability of linear switching systems
- A Stochastic Approximation Method