A new concept of strong controllability via the Schur complement in adaptive tracking
| dc.creator | Bercu, Bernard | |
| dc.creator | Vazquez, Victor | |
| dc.date | 2008-01-18 | |
| dc.date.accessioned | 2026-07-07T08:55:28Z | |
| dc.date.available | 2026-07-07T08:55:28Z | |
| dc.description | 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.identifier | https://arxiv.org/abs/0801.2991 | |
| dc.identifier | http://arxiv.org/abs/0801.2991 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/146283 | |
| dc.subject | Probability | |
| dc.subject | Statistics Theory | |
| dc.subject | 62G05; 93C40; 15A09; 60F05; 60F15 | |
| dc.title | A new concept of strong controllability via the Schur complement in adaptive tracking | |
| dc.type | text |