Weighted Estimation and Tracking for ARMAX Models

DOI10.1137/S0363012992221803MaRDI QIDQ4763540zbMATH OpenFDO

Authors Bernard Bercu

Publication date 18 May 1995

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

zbMATH Keywords

strong consistencystochastic gradientweighted least squareslinear systemadaptive tracking

Mathematics Subject Classification ID

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)

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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
• Application of a genetic algorithm to compute the control of a complex dynamic system
• scientific article; zbMATH DE number 63054 (Why is no real title available?)
• 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 one-step-ahead optimal controller based on WLS schemes
• On adaptive linear-quadratic regulators
• Adaptive stabilization of noncooperative stochastic differential games
• Weighted hierarchical stochastic gradient identification algorithms for ARX models
• Adaptive control of a class of discrete-time affine nonlinear systems

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