Recursive Identification and Parameter Estimation

Dependent Random Vectors Some Concepts of Probability Theory Independent Random Variables, Martingales, and Martingale Difference Sequences Markov Chains with State Space (Rm Bm) Mixing Random Processes Stationary Processes Notes and References Recursive Parameter Estimation Parameter Estimation as Root-Seeking for Functions Classical Stochastic Approximation Method: RM Algorithm Stochastic Approximation Algorithm with Expanding Truncations SAAWET with Nonadditive Noise Linear Regression Functions Convergence Rate of SAAWET Notes and References Recursive Identification for ARMAX Systems LS and ELS for Linear Systems Estimation Errors of LS/ELS Hankel Matrices Associated with ARMA Coefficient Identification of ARMAX by SAAWET Order Estimation of ARMAX Multivariate Linear EIV Systems Notes and References Recursive Identification for Nonlinear Systems Recursive Identification of Hammerstein Systems Recursive Identification of Wiener Systems Recursive Identification of Wiener-Hammerstein Systems Recursive Identification of EIV Hammerstein Systems Recursive Identification of EIV Wiener Systems Recursive Identification of Nonlinear ARX Systems Notes and References Other Problems Reducible to Parameter Estimation Principal Component Analysis Consensus of Networked Agents Adaptive Regulation for Hammerstein and Wiener Systems Convergence of Distributed Randomized PageRank Algorithms Notes and References Appendices: Proof of Some Theorems in Chapter 1 Nonnegative Matrices References Index