Recursive Identification and Parameter Estimation

Dependent Random Vectors Some Concepts of Probability Theory Independent Random Variables, Martingales, and Martingale Difference Sequences Markov Chains with State Space (Rm;Bm)Mixing Random Processes Stationary ProcessesNotes and ReferencesRecursive Parameter Estimation Parameter Estimation as Root-Seeking for FunctionsClassical Stochastic Approximation Method: RM AlgorithmStochastic Approximation Algorithm with Expanding Truncations SAAWET with Nonadditive NoiseLinear Regression Functions Convergence Rate of SAAWETNotes and References Recursive Identification for ARMAX SystemsLS and ELS for Linear SystemsEstimation Errors of LS/ELSHankel Matrices Associated with ARMACoefficient Identification of ARMAX by SAAWETOrder Estimation of ARMAXMultivariate Linear EIV SystemsNotes and ReferencesRecursive Identification for Nonlinear SystemsRecursive Identification of Hammerstein SystemsRecursive Identification of Wiener SystemsRecursive Identification of Wiener-Hammerstein SystemsRecursive Identification of EIV Hammerstein SystemsRecursive Identification of EIV Wiener SystemsRecursive Identification of Nonlinear ARX SystemsNotes and ReferencesOther Problems Reducible to Parameter Estimation Principal Component AnalysisConsensus of Networked AgentsAdaptive Regulation for Hammerstein and Wiener SystemsConvergence of Distributed Randomized PageRank AlgorithmsNotes and ReferencesAppendices: Proof of Some Theorems in Chapter 1Nonnegative MatricesReferencesIndex.

Front Cover -- Contents -- Preface -- Acknowledgments -- About the Authors -- 1. Dependent Random Vectors -- 2. Recursive Parameter Estimation -- 3. Recursive Identification for ARMAX Systems -- 4. Recursive Identification for Nonlinear Systems -- 5. Other Problems Reducible to Parameter Estimation -- Appendix A: Proof of Some Theorems in Chapter 1 -- Appendix B: Nonnegative Matrices -- References.