DocumentCode
830875
Title
The convergence of AML
Author
Solo, V.
Volume
24
Issue
6
fYear
1979
fDate
12/1/1979 12:00:00 AM
Firstpage
958
Lastpage
962
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1979.1102183
Filename
1102183
Link To Document