简介：Weconsiderinthispapertheproblemofrecursiveidentificationforstochasticsystemswhenthenoisemodeldoesnotsatisfythepositiverealconditionassociatedwithconvergenceofstandardalgorithms.Toavoidthepositiverealcondition,adaptivespectralfactorizationtechniquesareexploitedonthebasisofaclassofnon-standardtime-varyingrecursiveRiccatiequations.TheasymptoticpropertiesoftheRiccatiequationsarestudiedasacrucialsteptotheconvergenceresultsofthepaper.
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