@article{AIHPB_1992__28_3_403_0, author = {Bercu, B. and Duflo, M.}, title = {Moindres carr\'es pond\'er\'es et poursuite}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {403--430}, publisher = {Gauthier-Villars}, volume = {28}, number = {3}, year = {1992}, mrnumber = {1183994}, zbl = {0787.62091}, language = {fr}, url = {http://www.numdam.org/item/AIHPB_1992__28_3_403_0/} }
Bercu, B.; Duflo, M. Moindres carrés pondérés et poursuite. Annales de l'I.H.P. Probabilités et statistiques, Tome 28 (1992) no. 3, pp. 403-430. http://www.numdam.org/item/AIHPB_1992__28_3_403_0/
[1] On Self Tuning Regulators, Automatica, vol. 9, 1973, p.185-199. | Zbl
et ,[2] Adaptive Control with Stochastic Approximation Algorithm; Geometry of Convergence, I.E.E.E. trans. automatic control., vol. AC-30, 1985, p. 330-338. | MR | Zbl
, et ,[3] Weighted Estimation and Tracking for ARMAX Models, Prépublication Université Paris-Sud, 1991. | MR
,[4] Stochastic Adaptive Control: Randomly Varying Parameters and Continually Disturbed Controls, Control science and technology for the progress of society, H. AKASHI éd., Pergamon, 1981, p. 925-930. | MR
,[5] Linear Stochastic Systems, Wiley, 1988. | MR | Zbl
,[6] Adaptive Control with Recursive Identification for Stochastic Linear Systems, I.E.E.E. Trans. Automatic Control, vol. AC-29, 1984, p. 312-321. | MR | Zbl
, ,[7] Recursive System Identification and Adaptive Control by Use of the Modified Least Squares Algorithm, Siam J. Control Opt., vol. 22, 1984, p. 758-776. | MR | Zbl
,[8] The Strong Consistency of the Stochastic Gradient Algorithm of Adaptive Control, I.E.E.E. Trans Automatic Control., vol. AC-30, 1985, p. 189-192. | MR | Zbl
et ,[9] Convergence Rate for Least Squares Identification and Adaptive Control for Stochastic Systems, Int. J. Control., vol. 44, 1986, p. 1459-1476. | Zbl
et ,[10] Asymptotically Optimal Adaptive Control with Consistent Parameter Estimates, S.I.A.M. J. Control and Opt., vol. 25, 1987, p. 558-575. | MR | Zbl
et ,[11] Convergence Rates in Stochastic Adaptive Tracking, Int. J. Control, vol. 49, 1989, p.1915-1935. | MR | Zbl
et ,[12] Méthodes récursives aléatoires, Masson, 1990. | MR | Zbl
,[13] Sur la loi des grands nombres pour les martngales vectorielles et l'estimateur des moindres carrés d'un modèle de régression, Ann. Inst. Henri Poincaré, Ser. B., vol. 26, 1990, p. 549-566. | Numdam | MR | Zbl
, et ,[14] Propriétés asymptotiques presque sûres de l'estimateur des moindres carrés d'un modèle autorégressif vectoriel, Ann. Inst. Henri Poincaré, Ser. B, vol. 27, 1991, p.1-25. | Numdam | MR | Zbl
, et ,[15] Discrete Time Stochastic Adaptive Control, SIAM J. Control Opt., vol. 19, 1981, p. 829-853. | MR | Zbl
, et ,[16] Adaptive Filtering, Prediction and Control, Prentice Hall, 1984. | Zbl
et ,[17] The Astrôm-Wittenmark Self Tuning Regulator Revisited and ELS-Based Adaptive Trackers, I.E.E.E. Trans. Automatic Control., vol. 36, 1991, p. 802-812. | MR | Zbl
et ,[18] On the Strong Law of Large Numbers for Multivariate Martingales, Stochastic Processes Appl., vol. 26, 1987, p. 73-85. | MR | Zbl
,[19] Convergence of Adaptive Control Shemes Using Least Squares Parameter Estimates, I.E.E.E. Trans. Automatic Control., vol. 35, 1990, p.416-424. | MR | Zbl
,[20] Self Tuning Trackers, S.I.A.M. J. control Opt., vol. 25, 1987, p.1053-1071. | MR | Zbl
et ,[21] Stochastic Systems: Estimation, Identification and Adaptive Control, Prentice Hall, 1986. | Zbl
et ,[22] Asymptotically Efficient Adaptive Control in Stochastic Regression Models, Adv. Appl. Math., vol. 7, 1986, p. 23-45. | MR | Zbl
,[23] Least Squares Estimates in Stochastic Regression Models with Applications to Identification and Control of Dynamic Systems, Ann. Math. Stat., vol. 10, 1982, p. 154-166. | MR | Zbl
et ,[24] Asymptotic Properties of General Autoregressive Models and Strong Consistency of Least Squares Estimates and their Parameters, J. Multivariate Analysis, vol. 13, 1983, p.1-23. | MR | Zbl
et ,[25] On the Concept of Excitation in Least Squares Identification and Adaptive Control, Stochastics, vol. 16, 1986, p. 227-254. | MR | Zbl
et ,[26] Extended Least Squares and their Applications to Adaptive Control and Prediction in Linear Systems, I.E.E.E. Trans. Automatic Control, vol. AC-31, 1986, p. 898-906. | MR | Zbl
et ,[27] Asymptotically Efficient Self Tuning Regulators, SIAM J. Control Optimization, vol. 25, 1987, p.466-481. | MR | Zbl
et ,[28] Consistency Sets of Least Squares Estimates in Stochastic Regression Models, dans « Stochastic Differential Systems », Lect. Notes Control Information Sci., n° 126, N. CHRISTOFEIT, K. HELMES, M. KOHLMAN éd., 1989. | MR | Zbl
et ,[29] Stochastic Adaptive Control Using a Modified Least Squares Algorithm, Automatica, J. I.F.A.C., vol. 18, 1982, p. 315-321. | MR | Zbl
et ,[30] Adaptative Prediction of Least Squares Predictors in Stochastic Regression Models with Application to Time Series, Ann. Stat., vol. 15, 1987, p. 1667-1682. | MR | Zbl
,