Optimal Adaptive Control and Consistent Parameter Estimates for ARMAX Model with Quadratic Cost
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Publication:3770397
consistencyoptimalitystochastic gradient algorithmrandomly varying truncationmultidimensional ARMAX modeladaptive control lawattenuaing excitation
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Multivariable systems, multidimensional control systems (93C35) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
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