Nonasymptotic results for finite-memory WLS filters

This publication has 16 references indexed in Scilit:

• Adaptation and tracking in system identification—A survey
  Automatica, 1990
• On tracking characteristics of weighted least squares estimators applied to nonstationary system identification
  IEEE Transactions on Automatic Control, 1988
• Design of adaptive algorithms for the tracking of time‐varying systems
  International Journal of Adaptive Control and Signal Processing, 1987
• Adaptive control via consistent estimation for deterministic systems
  International Journal of Control, 1987
• Tracking properties and steady-state performance of RLS adaptive filter algorithms
  IEEE Transactions on Acoustics, Speech, and Signal Processing, 1986
• Persistence of excitation in linear systems
  Systems & Control Letters, 1986
• Optimization of the Window Shape in Weighted Least Squares Identification of a Class of Nonstationary Systems
  Published by Springer Nature ,1986
• Second-order convergence analysis of stochastic adaptive linear filtering
  IEEE Transactions on Automatic Control, 1983
• A measure of the tracking capability of recursive stochastic algorithms with constant gains
  IEEE Transactions on Automatic Control, 1982
• Asymptotic Properties of Stochastic Approximations with Constant Coefficients
  SIAM Journal on Control and Optimization, 1981