Time series recursions and stochastic approximation

DOI10.1017/S0004972700009229MaRDI QIDQ4181848zbMATH OpenOpenAlexFDO

Authors V. Solo

Publication date 1979

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0004972700009229

zbMATH Keywords

Central Limit TheoremRecursionsRecursive EstimatorsStochastic ApproximationTime Invariant ParametersTime Series

Mathematics Subject Classification ID

Stochastic approximation (62L20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(11)

• On the estimation of transfer functions
• Frequency domain versus time domain methods in system identification
• Analysis of a general recursive prediction error identification algorithm
• Detection techniques in least squares identification
• The convergence of an instrumental-variable-like recursion
• Stochastic adaptive control using a modified least squares algorithm
• Stochastic approximation with dependent noise
• Stochastic approximation and the final value theorem
• Gauss, Kalman and advances in recursive parameter estimation
• ITERATIVE AND RECURSIVE ESTIMATION OF TRANSFER FUNCTIONS
• Refined instrumental variable methods for unstable continuous-time systems in closed-loop

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