On a Perturbation Approach for the Analysis of Stochastic Tracking Algorithms

DOI10.1137/S0363012998333852zbMath0972.60026OpenAlexW2130551602MaRDI QIDQ4507483

Rafik Aguech, Eric Moulines, Pierre Priouret

Publication date: 18 October 2000

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012998333852

zbMATH Keywords

performance analysislinear regressiontime-varying parameterexpansion techniquesadaptive tracking algorithms

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Least squares and related methods for stochastic control systems (93E24) Signal detection and filtering (aspects of stochastic processes) (60G35) Identification in stochastic control theory (93E12)

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