Convergence rate determination for gradient-based adaptive estimators (Q1084367): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:55, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rate determination for gradient-based adaptive estimators |
scientific article |
Statements
Convergence rate determination for gradient-based adaptive estimators (English)
0 references
1986
0 references
The paper presents a method for deriving a lower bound on the exponential convergence rate of the homogeneous part of gradient-based adaptive parameter estimators. The convergence rate depends on the minimum eigenvalue of the covariance matrix of the given random process. A comparison is drawn between adaptive estimators and the experimental design criteria for nonadaptive system identification.
0 references
lower bound
0 references
exponential convergence rate
0 references
gradient-based adaptive parameter estimators
0 references
