The convergence of an instrumental-variable-like recursion

DOI10.1016/0005-1098(81)90012-1MaRDI QIDQ1160106zbMATH OpenOpenAlexFDO

Authors V. Solo

Publication date 1981

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(81)90012-1

zbMATH Keywords

instrumental-variable-like recursionscalar transfer function time series model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15)

Cites work

• On positive real transfer functions and the convergence of some recursive schemes
• Some aspects of recursive parameter estimation
• Some observations on instrumental variable methods of time-series analysis
• The convergence of AML
• Time series recursions and stochastic approximation
• Unbiased recursive identification using model reference adaptive techniques

Cited in

(2)

• Eigenvalue location of certain matrices arising in convergence analysis problems
• Convergence results for continuous-time adaptive stochastic filtering algorithms

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