A new concept of strong controllability via the Schur complement in adaptive tracking
Probability
2008-01-22 v1 Statistics Theory
Statistics Theory
Abstract
We propose a new concept of strong controllability associated with the Schur complement of a suitable limiting matrix. This concept allows us to extend the previous results associated with multidimensional ARX models. On the one hand, we carry out a sharp analysis of the almost sure convergence for both least squares and weighted least squares algorithms. On the other hand, we also provide a central limit theorem and a law of iterated logarithm for these two stochastic algorithms. Our asymptotic results are illustrated by numerical simulations.
Keywords
Cite
@article{arxiv.0801.2991,
title = {A new concept of strong controllability via the Schur complement in adaptive tracking},
author = {Bernard Bercu and Victor Vazquez},
journal= {arXiv preprint arXiv:0801.2991},
year = {2008}
}