A new concept of strong controllability via the Schur complement in adaptive tracking

Details A new concept of strong controllability via the Schur complement in adaptive tracking A new concept of strong controllability via the Schur complement in adaptive tracking

2008-01-18

arxiv.org/abs/0801.2991v1

Mathematics

Probability

Scientific paper

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.

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