Asymptotically convergent modified recursive least-squares with data-dependent updating and forgetting factor for systems with bounded noise

DOI10.1109/TIT.1987.1057307zbMath0629.93068OpenAlexW2147272701MaRDI QIDQ3767232

Yih-Fang Huang, Soura Dasgupta

Publication date: 1987

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1987.1057307

zbMATH Keywords

ellipsoidsrecursive algorithmparameter estimateupdate strategy

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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