Weighted Estimation and Tracking for ARMAX Models
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Publication:4763540
DOI10.1137/S0363012992221803zbMATH Open0829.93072MaRDI QIDQ4763540FDOQ4763540
Authors: Bernard Bercu 
Publication date: 18 May 1995
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
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Inference from stochastic processes and prediction (62M20) Martingales with discrete parameter (60G42) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Least squares and related methods for stochastic control systems (93E24)
Cited In (14)
- Stochastic linear quadratic adaptive control for continuous-time first-order systems
- Weighted least squares and prediction
- Convergence analysis of weighted stochastic gradient identification algorithms based on latest-estimation for ARX models
- Title not available (Why is that?)
- Application of a genetic algorithm to compute the control of a complex dynamic system
- Adaptive control of continuous time stochastic systems
- A new concept of strong controllability via the Schur complement for ARX models in adaptive tracking
- On the usefulness of persistent excitation in ARX adaptive tracking
- Adaptive tracking and recursive identification for Hammerstein systems
- Adaptive stabilization of noncooperative stochastic differential games
- Adaptive one-step-ahead optimal controller based on WLS schemes
- On adaptive linear-quadratic regulators
- Weighted hierarchical stochastic gradient identification algorithms for ARX models
- Adaptive control of a class of discrete-time affine nonlinear systems
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