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JOURNALS // Avtomatika i Telemekhanika // Archive
Avtomat. i Telemekh., 1981 Issue 4, Pages 77–86 (Mi at5763)
Adaptive Systems

On recurrence estimation of parameters for linear processes

A. S. Nemirovskii

Moscow

Abstract: Convergence conditions are specified and its rate is computed for recurrence algo­ rithms of parameter estimation in linear (in particular, dynamic) processes.

UDC: 62-501


Received: 29.05.1980


 English version: Automation and Remote Control, 1981, 42:4, 472–480

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