Delyon, Bernard; Juditsky, Anatoli Asymptotical study of parameter tracking algorithms. (English) Zbl 0823.93060 SIAM J. Control Optimization 33, No. 1, 323-345 (1995). The authors consider the asymptotic optimality of several estimation algorithms for a linear regresson system with additive noise and an unknown slowly varying random parameter vector. Reviewer: H.Pragarauskas (Vilnius) Cited in 3 Documents MSC: 93E10 Estimation and detection in stochastic control theory 93E11 Filtering in stochastic control theory 62L20 Stochastic approximation Keywords:asymptotic optimality; estimation algorithms; linear regresson system PDFBibTeX XMLCite \textit{B. Delyon} and \textit{A. Juditsky}, SIAM J. Control Optim. 33, No. 1, 323--345 (1995; Zbl 0823.93060) Full Text: DOI