PulseExploreJournal ClubDebatesTrendingResearchersJournals
Instagram
HomeExploreJournal ClubTrending
Synapse
⌘+K
Synapse
December 1, 1979IEEE Transactions on Automatic Control254 citations

The convergence of AML

View Full Paper
VSVictor Solo

Key Points

  • This work aims to establish that the AML recursion converges under specific conditions.
  • Analyzed the AML recursion for parameters of a scalar ARMAX time series model.
  • Identified conditions necessary for convergence with probability one.
  • Demonstrated that monitoring is not required for this convergence.
  • Proof shows the AML recursion converges without monitoring under the specified positive real condition.

Abstract

In this work it is shown that provided a certain positive real condition is satisfied, the AML recursion for the parameters of a scalar ARMAX time series model converges with probability one without the need of monitoring. Previous proofs of convergence had effectively required that the recursion be monitored.

Ask AI
Helpful
Bookmark
Share
View Full Paper

Cite This Study

Victor Solo (1979) studied this question.

synapsesocial.com/papers/6a1981464276844353892bdchttps://doi.org/10.1109/tac.1979.1102183
Ask AI
Helpful
Bookmark
Share
View Full Paper