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 Parame…
Recursive Identification and Parameter Estimation describes a recursive approach to solving system identification and parameter estimation problems arising from diverse areas. Supplying rigorous theoretical analysis, it presents the material and proposed algorithms in a manner t…
"This book describes the recursive approach to solving problems from system identification, parameter estimation, adaptive control problems, and more. Special attention is paid to how to transform the problems suitable to a recursive solution. Recursive solutions are given for i…
Recursive Identification and Parameter Estimation describes a recursive approach to solving system identification and parameter estimation problems arising from diverse areas. Supplying rigorous theoretical analysis, it presents the material and proposed algorithms in a manner t…