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• W2091094663 abstract "By making use of extended stochastic Lyapunov functions and martingale limit theorems, established herein are certain basic properties of adaptive d-step ahead predictors associated with the extended least squares, stochastic gradient (without interlacing), and monitored recursive maximum likelihood algorithms for recursive identification of an ARMAX system. Both the direct (or implicit) and indirect (or explicit) approaches to adaptive prediction are considered within a unified framework involving stochastic regression models. Applications to adaptive control of ARMAX systems are also discussed." @default.
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• W2091094663 date "1991-09-01" @default.
• W2091094663 modified "2023-09-23" @default.
• W2091094663 title "Recursive Identification and Adaptive Prediction in Linear Stochastic Systems" @default.
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• W2091094663 doi "https://doi.org/10.1137/0329058" @default.
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