6,367 research outputs found
On the almost sure central limit theorem for ARX processes in adaptive tracking
The goal of this paper is to highlight the almost sure central limit theorem
for martingales to the control community and to show the usefulness of this
result for the system identification of controllable ARX(p,q) process in
adaptive tracking. We also provide strongly consistent estimators of the even
moments of the driven noise of a controllable ARX(p,q) process as well as
quadratic strong laws for the average costs and estimation errors sequences.
Our theoretical results are illustrated by numerical experiments
Organization of the magnetosphere during substorms
The change in degree of organization of the magnetosphere during substorms is
investigated by analyzing various geomagnetic indices, as well as
interplanetary magnetic field z-component and solar wind flow speed. We
conclude that the magnetosphere self-organizes globally during substorms, but
neither the magnetosphere nor the solar wind become more predictable in the
course of a substorm. This conclusion is based on analysis of five hundred
substorms in the period from 2000 to 2002. A minimal dynamic-stochastic model
of the driven magnetosphere that reproduces many statistical features of
substorm indices is discussed
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