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On the concept of excitation in least squares identification and adaptive control. (English) Zbl 0595.60048

The excitation conditions are studied in ARMAX models of identification and adaptive control. New results on weak excitation conditions (not persistant excitation) are obtained.
Reviewer: A.Yu.Veretennikov

MSC:

60G35 Signal detection and filtering (aspects of stochastic processes)
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
93E12 Identification in stochastic control theory
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References:

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