Stochastic adaptive control and prediction based on a modified least squares--The general delay-colored noise case

DOI10.1109/TAC.1982.1103092zbMath0496.93079OpenAlexW2127870930MaRDI QIDQ3960586

Youhong Zhang

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1109/tac.1982.1103092

zbMATH Keywords

global convergenceadaptive control algorithmsautoregressive moving average systemmodified least- squares algorithmparameter estimation in time series models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10)

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