TITLE:
Adaptation in Stochastic Dynamic Systems—Survey and New Results II
AUTHORS:
Innokentiy V. Semushin
KEYWORDS:
Linear Stochastic Systems, Parameter Estimation, Model Identification, Identification for Control, Adaptive Control
JOURNAL NAME:
International Journal of Communications, Network and System Sciences,
Vol.4 No.4,
April
15,
2011
ABSTRACT: This paper surveys the field of adaptation in stochastic systems as it has developed over the last four decades. The author’s research in this field is summarized and a novel solution for fitting an adaptive model in state space (instead of response space) is given.