%0 Journal Article %A Skorohod, Boris A. %D 2009 %I Begell House %K linear recurrent regression, initial uncertainty, divergence phenomenon, limiting recurrent estimation algorithm %N 5 %P 41-51 %R 10.1615/JAutomatInfScien.v41.i5.50 %T Asymptotics of Linear Recurrent Regression under Diffuse Initialization %U https://www.dl.begellhouse.com/journals/2b6239406278e43e,2ae1b9cd0e8452ba,68a1b725506341a2.html %V 41 %X The behavior of recurrent least squares method in the absence of a priori information with respect to estimated unknown parameters is studied. The developed approach allows one to present its characteristics in analytical form, to explain the divergence phenomenon and to suggest a limiting recurrent estimation algorithm independent of a large parameter characterizing initial uncertainty and leading to divergence. %8 2009-07-25