Convergence rate determination for gradient-based adaptive estimators (Q1084367): Difference between revisions
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Revision as of 02:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rate determination for gradient-based adaptive estimators |
scientific article |
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Convergence rate determination for gradient-based adaptive estimators (English)
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1986
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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.
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lower bound
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exponential convergence rate
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gradient-based adaptive parameter estimators
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