Convergence rates in stochastic adaptive tracking

Abstract For stochastic control systems described by the ARMAX model with unknown matrix coefficients, the stochastic adaptive control is designed so that the parameter estimates converge to the true values with a rate of convergence O((log n)(log log n) c /n a) with a>0, c>1 and the tracking error tends to its minimum value at a speed of O(n -1/2e) with e>0.