Recursive Estimation in Non‐Linear Time Series Models of Autoregressive Type

[1]  Lennart Ljung,et al.  Analysis of recursive stochastic algorithms , 1977 .

[2]  H. Haken,et al.  The influence of noise on the logistic model , 1981 .

[3]  I. Landau Unbiased recursive identification using model reference adaptive techniques , 1976 .

[4]  K. Aase Stochastic continuous-time model reference adaptive systems with decreasing gain , 1982, Advances in Applied Probability.

[5]  A. Benveniste,et al.  A measure of the tracking capability of recursive stochastic algorithms with constant gains , 1982 .

[6]  D. Brillinger,et al.  Some aspects of modern population mathematics. , 1981, The Canadian journal of statistics = Revue canadienne de statistique.

[7]  Thomas Kailath,et al.  Some alternatives in recursive estimation , 1980 .

[8]  V. Solo The convergence of AML , 1979 .

[9]  Robert M. May,et al.  Simple mathematical models with very complicated dynamics , 1976, Nature.

[10]  L. Ljung Strong Convergence of a Stochastic Approximation Algorithm , 1978 .

[11]  H. Kushner Convergence of recursive adaptive and identification procedures via weak convergence theory , 1977 .

[12]  R. Tweedie Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space , 1975 .

[13]  R. E. Kalman,et al.  A New Approach to Linear Filtering and Prediction Problems , 2002 .

[14]  B. M. Brown,et al.  Martingale Central Limit Theorems , 1971 .

[15]  David Roxbee Cox,et al.  Nonlinear autoregressive processes , 1978, Proceedings of the Royal Society of London. A. Mathematical and Physical Sciences.

[16]  Model reference adaptive systems applied to regression analyses , 1981 .