Convergence rate determination for gradient-based adaptive estimators

DOI10.1016/0005-1098(86)90079-8zbMath0605.93054OpenAlexW2045429159MaRDI QIDQ1084367

Brian D. O. Anderson, Bitmead, Robert R., Tung-Sang Ng

Publication date: 1986

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(86)90079-8

zbMATH Keywords

lower boundexponential convergence rategradient-based adaptive parameter estimators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Related Items (3)

How exciting can a signal really be? ⋮ Local minima escape transients by stochastic gradient descent algorithms in blind adaptive equalizers ⋮ Adaptation and tracking in system identification - a survey

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Dynamic system identification. Experiment design and data analysis
• An approach to nonlinear programming
• Tracking properties of adaptive signal processing algorithms
• Convergence properties of LMS adaptive estimators with unbounded dependent inputs
• Stabilization of Linear Systems by Noise
• Convergence in distribution of LMS-type adaptive parameter estimates
• Digital adaptive filters: Conditions for convergence, rates of convergence, effects of noise and errors arising from the implementation
• Performance of adaptive estimation algorithms in dependent random environments
• Asymptotic Properties of Stochastic Approximations with Constant Coefficients
• Optimal Input Design for Dynamic System Parameter Estimation: The $D_s$-Optimality Case
• Asymptotic behavior of an adaptive estimation algorithm with application to M-dependent data
• A measure of the tracking capability of recursive stochastic algorithms with constant gains
• Second-order convergence analysis of stochastic adaptive linear filtering

This page was built for publication: Convergence rate determination for gradient-based adaptive estimators