This article is cited in 2 papers

Adaptive Systems

On strong convergence of the method of least squares

A. E. Barabanov

Leningrad

Abstract: An unknown vector-valued parameter is estimated from its linear combination in the presence of additive white noise. The factors of the unknowns depend on the past history. The properties of convergence with a probability of 1 of the estimates are found by the method of least squares.

UDC: 519.281.2


Received: 07.01.1982

 English version: Automation and Remote Control, 1983, 44:10, 1338–1346

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