English

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}
}
R2 v1 2026-06-21T10:04:29.447Z