Performance analysis of general tracking algorithms
From MaRDI portal
Publication:4850482
DOI10.1109/9.402230zbMath0834.93050OpenAlexW2164438483WikidataQ59592044 ScholiaQ59592044MaRDI QIDQ4850482
Publication date: 21 November 1995
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/b1fdabfcc2ee0e4748eccd6b016bf0cf042267d7
Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)
Related Items
Tradeoff between mean-square and worst-case performances in adaptive filtering. With a discussion by Ali H. Sayed and comments by the authors., Unscented Kalman filter for time varying spectral analysis of earthquake ground motions, Performance analysis of multi-innovation gradient type identification methods, Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning, Distributed adaptive formation control of multi-agent systems with measurement noises, System identification: regime switching, unmodeled dynamics, and binary sensors, Distributed optimal frequency control under communication packet loss in multi-agent electric energy systems, On the lower smoothing bound in identification of time-varying systems, On ``cheap smoothing opportunities in identification of time-varying systems, Analysis of the Kalman filter based estimation algorithm: An orthogonal decomposition approach., Sequential Estimation and Control of Time-Varying Unit Root Processes with an Application to S&P Stock Price, Recursive least-squares and accelerated convergence in stochastic approximation schemes, Towards a theory of game-based non-equilibrium control systems, Parameter tracking with partial forgetting method, Optimal and suboptimal smoothing algorithms for identification of time-varying systems with randomly drifting parameters, Analysis of a low-complexity change detection scheme, Towards understanding the capability of adaptation for time-varying systems, Convergence analysis of the RLS identification algorithm with exponential forgetting in stationary ARX-structures, Analysis of Normalized Least Mean Squares-Based Consensus Adaptive Filters under a General Information Condition, Analysis of compressed distributed adaptive filters, A necessary and sufficient condition for stability of LMS-based consensus adaptive filters, Performance of adaptive estimators in slowly varying parameter models, New identification method for Hammerstein models based on approximate least absolute deviation, Tracking and identification of regime-switching systems using binary sensors, Random belief system dynamics in complex networks under time-varying logic constraints, Revisiting total model errors and model validation, Revisiting the ODE method for recursive algorithms: fast convergence using quasi stochastic approximation, Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents, First inverse moment of a generalized quadratic form, Recursive least squares estimator with multiple exponential windows in vector autoregression
