A new concept of strong controllability via the Schur complement in adaptive tracking
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
hal.structure.identifier | Advanced Learning Evolutionary Algorithms [ALEA] | |
dc.contributor.author | BERCU, Bernard | |
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
dc.contributor.author | VAZQUEZ, Victor | |
dc.date.created | 2008-01-18 | |
dc.date.issued | 2010 | |
dc.identifier.issn | 0005-1098 | |
dc.description.abstractEn | We propose a new concept of strong controllability associated with the Schur complement of a suitable limiting matrix. This concept allows us to extend the previous results associated with multidimensional ARX models. On the one hand, we carry out a sharp analysis of the almost sure convergence for both least squares and weighted least squares algorithms. On the other hand, we also provide a central limit theorem and a law of iterated logarithm for these two stochastic algorithms. Our asymptotic results are illustrated by numerical simulations. | |
dc.language.iso | en | |
dc.publisher | Elsevier | |
dc.title.en | A new concept of strong controllability via the Schur complement in adaptive tracking | |
dc.type | Article de revue | |
dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
dc.subject.hal | Mathématiques [math]/Statistiques [math.ST] | |
dc.subject.hal | Statistiques [stat]/Théorie [stat.TH] | |
dc.identifier.arxiv | 0801.2991 | |
bordeaux.journal | Automatica | |
bordeaux.page | 1799-1805 | |
bordeaux.volume | 46 | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-00386247 | |
hal.version | 1 | |
hal.popular | non | |
hal.audience | Internationale | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-00386247v1 | |
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