The convergence of AML

DOI10.1109/TAC.1979.1102183MaRDI QIDQ3856013zbMATH OpenOpenAlexFDO

Authors V. Solo

Publication date 1979

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

Full work available at URL https://doi.org/10.1109/tac.1979.1102183

zbMATH Keywords

ARMAX modelsconvergence of AMLmonitored recursionRML1 recursion

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Cited in

(46)

• The residual based extended least squares identification method for dual-rate systems
• On consistency of recursive least squares identification algorithms for controlled auto-regression models
• A combined algorithm for identification and approximation
• Adaptive filters with constraints and correlated non-stationary signals
• RLS parameter convergence with overparameterized models
• A globally convergent adaptive predictor
• The convergence of an instrumental-variable-like recursion
• Parameter adaptive control algorithms - a tutorial
• System identification techniques for adaptive signal processing
• Adaptive algorithms with filtered regressor and filtered error
• On ARX() approximation
• Variable forgetting factors in parameter estimation
• Convergence and logarithm laws of self-tuning regulators
• The method of averaged models for discrete-time adaptive systems
• Convergence analysis of estimation algorithms for dual-rate stochastic systems
• Identification of Hammerstein nonlinear ARMAX systems
• An On-Line Estimation Algorithm for Periodic Autoregressive Models
• Recursive Estimation of GARCH Models
• Stability of dynamic models obtained by ARMAX lattice predictor
• Identification of ‘ moving average’ plants under unobservable disturbances
• On the convergence of pseudo-linear regression algorithms
• Direct adaptive control for linear multivariable systems†
• On the concept of excitation in least squares identification and adaptive control^†
• Convergence rate of least-squares identification and adaptive control for stochastic systems†
• Adaptive control of linear delay time systems^*
• Convergence of the generalized dual control algorithm
• Choice of least-squares algorithms for the identification of ARM AX dynamic systems
• Extended LQG self-tuning controller in a mixed background
• Emprical distribution for linear system identification
• PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS
• A convergence theorem for a special class of stochastic processes
• On the rareness of generalized sub- and supermartingales in the class of all uniformlyL₁bounded stochastic processes
• Control: a perspective
• Lattice implementation of some recursive parameter-estimation algorithms†
• A new recursive estimation method for single input single output models
• Convergence results for continuous-time adaptive stochastic filtering algorithms
• Recent results on least squares-based adaptive control of linear stochastic systems in white noise.
• Parameter estimation with scarce measurements
• Identification method of neuro-fuzzy-based Hammerstein model with coloured noise
• Stochastic identification and digital control of a heat exchanger: a simulation test case
• A perspective on convergence of adaptive control algorithms
• Two-stage RLS algorithm for estimating ARCH models
• Learning in linear models with expectational leads
• Multi-innovation least squares identification methods based on the auxiliary model for MISO systems
• Will the PLS criterion for order estimation work with AML and a posteriori prediction error?
• Performance analysis of stochastic gradient algorithms under weak conditions

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