The strong consistency of the stochastic gradient algorithm of adaptive control

DOI10.1109/TAC.1985.1103906zbMath0555.93057OpenAlexW2146586049MaRDI QIDQ3220457

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Publication date: 1985

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1985.1103906

zbMATH Keywords

consistencystochastic gradient methods

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic programming (90C15) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Methods of reduced gradient type (90C52)

Related Items (9)

Stochastic adaptive pole-zero assignment with convergence analysis ⋮ Convergence of a multivariable self-tuning controller with integral action ⋮ Strong consistency of recursive identification by no use of persistent excitation condition ⋮ On the concept of excitation in least squares identification and adaptive control^† ⋮ Extended LQG self-tuning controller in a mixed background ⋮ Convergence rate of least-squares identification and adaptive control for stochastic systems† ⋮ A New Recursive Estimation Method for Single Input Single Output Models ⋮ Strong consistency of parameter estimates in direct self-tuning control algorithms based on stochastic approximation ⋮ A perspective on convergence of adaptive control algorithms

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