Stochastic continuous-time model reference adaptive systems with decreasing gain

DOI10.2307/1427023zbMath0492.62073OpenAlexW2312949029MaRDI QIDQ3954694

Knut Kristian Aase

Publication date: 1982

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427023

zbMATH Keywords

weak convergencelogistic modelOrnstein-Uhlenbeck processstrong consistencyautoregressive processlogistic modelsoptimality propertiesdecreasing gaincontinuous stochastic modelscontinuous-time model reference adaptive systemscriterion for explosionsrecursive estimation of drift parameter of Ito processstate space invariance

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov processes: hypothesis testing (62M02)

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