This paper surveys the field of adaptation mechanism design for uncertainty parameter estimation as it has developed over the last four decades. The adaptation mechanism under consideration generally serves two tightly coupled functions: model identification and change point detection. After a brief introduction, the paper discusses the generalized principles of adaptation based both on the engineering and statistical literature. The stochastic multiinput multioutput (MIMO) system under consideration is mathematically described and the problem statement is given, followed by a definition of the active adaptation principle. The distinctive property of the principle as compared with the Minimum Prediction Error approach is outlined, and a plan for a more detailed exposition to be provided in forthcoming papers is given.

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.

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This paper investigates the problem of seeking minimum of API (Auxiliary Performance Index) in parameters of Data Model instead of parameters of Adaptive Filter in order to avoid the phenomenon of over parameterization. This problem was stated by Semushin in [2]. The solution to the problem can be considered as the development of API approach to parameter identification in stochastic dynamic systems.

No abstract