Optimization of adaptive identification for time-varying filters

DOI10.1109/TAC.1986.1104239zbMath0594.93066MaRDI QIDQ3725988

Odile Macchi

Publication date: 1986

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

estimation erroradaptive identificationoptimal gainleast mean squares algorithm

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Identification in stochastic control theory (93E12) Stochastic approximation (62L20) Model systems in control theory (93C99)

Related Items (3)

Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning ⋮ Behavior of the least mean square algorithm with a periodically time‐varying input power ⋮ Adaptation and tracking in system identification - a survey

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