Martingale convergence analysis of adaptive schemes--A feedback approach

DOI10.1109/TAC.1982.1102972zbMath0492.93065MaRDI QIDQ3955251

Ioan Doré Landau

Publication date: 1982

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

zbMATH Keywords

recursive identification; adaptive control schemes; martingale convergence analysis; stochastic feedback system

Mathematics Subject Classification ID

60G42: Martingales with discrete parameter

93C40: Adaptive control/observation systems

93C55: Discrete-time control/observation systems

93E12: Identification in stochastic control theory

93E15: Stochastic stability in control theory