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Avtomatika i Telemekhanika, 1981, Issue 4, Pages 77–86 (Mi at5763)  
Adaptive Systems

On recurrence estimation of parameters for linear processes

A. S. Nemirovskii

Moscow
Full-text PDF (2047 kB)
Abstract: Convergence conditions are specified and its rate is computed for recurrence algo­ rithms of parameter estimation in linear (in particular, dynamic) processes.

Received: 29.05.1980
Bibliographic databases:
Document Type: Article
UDC: 62-501
Language: Russian
Citation: A. S. Nemirovskii, “On recurrence estimation of parameters for linear processes”, Avtomat. i Telemekh., 1981, no. 4, 77–86; Autom. Remote Control, 42:4 (1981), 472–480
Citation in format AMSBIB
\Bibitem{Nem81}
\by A.~S.~Nemirovskii
\paper On recurrence estimation of parameters for linear processes
\jour Avtomat. i Telemekh.
\yr 1981
\issue 4
\pages 77--86
\mathnet{http://mi.mathnet.ru/at5763}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=653882}
\zmath{https://zbmath.org/?q=an:0466.93057}
\transl
\jour Autom. Remote Control
\yr 1981
\vol 42
\issue 4
\pages 472--480
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