Analysis of an identification algorithm arising in the adaptive estimation of Markov chains

This publication has 24 references indexed in Scilit:

• Estimation and control in discounted stochastic dynamic programming
  Stochastics, 1987
• On stochastic algorithms in adaptive filtering
  Published by Springer Nature ,1986
• Gradient approach for recursive estimation and control in finite Markov chains
  Advances in Applied Probability, 1981
• Stochastic control of two partially observed competing queues
  IEEE Transactions on Automatic Control, 1981
• Discrete-time multivariable adaptive control
  IEEE Transactions on Automatic Control, 1980
• A general Martingale approach to discrete-time stochastic control and estimation
  IEEE Transactions on Automatic Control, 1979
• A limit theorem for Markov chains in compact metric spaces with applications to products of random matrices
  Duke Mathematical Journal, 1978
• A Limit Theorem for Partially Observed Markov Chains
  The Annals of Probability, 1975
• Identification of a transition matrix of a Markov chain from noisy measurements of state
  IEEE Transactions on Information Theory, 1970
• Products of Random Matrices
  The Annals of Mathematical Statistics, 1960