The convergence of AML
- 1 December 1979
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 24 (6) , 958-962
- https://doi.org/10.1109/tac.1979.1102183
Abstract
In this work it is shown that provided a certain positive real condition is satisfied, the AML recursion for the parameters of a scalar ARMAX time series model converges with probability one without the need of monitoring. Previous proofs of convergence had effectively required that the recursion be monitored.Keywords
This publication has 10 references indexed in Scilit:
- Alternative Recursive Approaches to Time-Series AnalysisPublished by Springer Nature ,1984
- An Addendum to "Unbiased recursive identification using model reference adaptive techniques"IEEE Transactions on Automatic Control, 1978
- On positive real transfer functions and the convergence of some recursive schemesIEEE Transactions on Automatic Control, 1977
- The Convergence of Some RecursionsThe Annals of Statistics, 1976
- Unbiased recursive identification using model reference adaptive techniquesIEEE Transactions on Automatic Control, 1976
- Recursive algorithm for spectral factorizationIEEE Transactions on Circuits and Systems, 1974
- Stable Adaptive Schemes for System Identification and Control - Part IIIEEE Transactions on Systems, Man, and Cybernetics, 1974
- Discrete positive-real functions and their application to system stabilityProceedings of the Institution of Electrical Engineers, 1969
- The use of linear regression and related procedures for the identification of dynamic processesPublished by Institute of Electrical and Electronics Engineers (IEEE) ,1968
- Some Theorems in Least SquaresBiometrika, 1950