Title :
On consistent estimates of linear processes with unknown correction terms
Author_Institution :
Grumman Aerospace Corporation, Bethpage, New York
Abstract :
The problem of estimating time varying parameters when the dynamics of the time variation is incompletely specified is considered. A stochastic approximation algorithm is given that yields estimates that are consistent in mean square. Rates of convergence are derived and an application to a class of polynomial regression problems is given.
Keywords :
Aerodynamics; Approximation algorithms; Convergence; Equations; Least squares approximation; Polynomials; Random variables; State estimation; Stochastic processes; Yield estimation;
Conference_Titel :
Adaptive Processes (9th) Decision and Control, 1970. 1970 IEEE Symposium on
Conference_Location :
Austin, TX, USA
DOI :
10.1109/SAP.1970.270028
