Title :
The convergence of AML
fDate :
12/1/1979 12:00:00 AM
Abstract :
In this work it is shown that provided a certain positive real condition is satisfied, the AML recursion for the parameters of a scalar ARMAX time series model converges with probability one without the need of monitoring. Previous proofs of convergence had effectively required that the recursion be monitored.
Keywords :
Autoregressive moving-average processes; Parameter estimation; Australia; Condition monitoring; Convergence; Helium; Information analysis; Lyapunov method; Predictive models; Stability analysis; Stochastic processes; Technological innovation;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1979.1102183
