abstract:In probability theory, a martingale difference sequence (MDS) is related to the concept of the martingale. A stochastic series X is an MDS if its expectation with respect to the past is zero.
Stochastic adaptivestabilizationofARXsystemdrivenbymartingaledifferencesequence usually results in a system, whichin its steady state is an ar system being stable in themean squaresense.