Remarks on the mean square tracking error

International Journal of Adaptive Control and Signal Processing

Volumn 5, Issue 6, 1991, Pages 395-403

  Ljung, Lennart ^a   Priouret, Pierre ^b  

^a LINKÖPING UNIVERSITY   (Sweden)

^b University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

Author keywords

Adaptation; Error analysis; Recursive estimation; Tracking

Indexed keywords

CONTROL SYSTEMS--THEORY; MATHEMATICAL TECHNIQUES--ERROR ANALYSIS; PROBABILITY--RANDOM PROCESSES;

GAUSSIAN PROCESSES; LINEAR REGRESSORS; MARKOV PROCESSES; MEAN SQUARE TRACKING ERRORS; TRACKING ERRORS;

STATISTICAL METHODS;

EID: 0026255171     PISSN: 08906327     EISSN: 10991115     Source Type: Journal    
DOI: 10.1002/acs.4480050605     Document Type: Article

References (4)

1. A result on mean square error obtained using general tracking algorithms
2. Tracking error bounds of adaptative non stationary filtering
3. p‐stability of estimation errors of Kalman filter for tracking time‐varying parameters