Analysis of robust stochastic approximation algorithms for process identification

DOI10.1016/0005-1098(86)90053-1zbMath0593.93064OpenAlexW1966252051MaRDI QIDQ1076663

Branko D. Kovačevic, Srdjan S. Stanković

Publication date: 1986

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(86)90053-1

zbMATH Keywords

system identificationnonlinear filteringoptimal stochastic approximation algorithmsrobust recursive algorithms

Mathematics Subject Classification ID

Related Items (5)

Robust sequential learning of feedforward neural networks in the presence of heavy-tailed noise ⋮ Nonlinear robustified stochastic consensus seeking ⋮ Robust real-time algorithms for identification of linear multivariable time-varying systems ⋮ A robust approach for identification of linear lumped systems using Hermite polynomials ⋮ Algorithms of robust stochastic optimization based on mirror descent method

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• On asymptotic properties of real-time identification algorithms based on dynamic stochastic approximation
• Robust Estimation of a Location Parameter
• A General Qualitative Definition of Robustness
• The 1972 Wald Lecture Robust Statistics: A Review

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