A combined algorithm for identification and approximation

DOI10.1007/BF02008375MaRDI QIDQ1099561zbMATH OpenFDO

Authors Shuhui Deng

Publication date 1987

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

almost sure convergenceconvergence ratesmeasurement errorsminimumcombined algorithmARMAX modelsmoving average modelextended least squares methodroot-finding of a nonlinear regression functiontruncation at random boundsunconstrained and constrained problems

Mathematics Subject Classification ID

Stochastic approximation (62L20) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cites work

• scientific article; zbMATH DE number 3942843 (Why is no real title available?)
• scientific article; zbMATH DE number 4020263 (Why is no real title available?)
• scientific article; zbMATH DE number 4028679 (Why is no real title available?)
• scientific article; zbMATH DE number 3620754 (Why is no real title available?)
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• A Stochastic Approximation Method
• Analysis of recursive stochastic algorithms
• Convergence rate of least-squares identification and adaptive control for stochastic systems†
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
• Optimal Adaptive Control and Consistent Parameter Estimates for ARMAX Model with Quadratic Cost
• Stochastic approximation methods for constrained and unconstrained systems
• Strong convergence of a stochastic approximation algorithm
• The convergence of AML

Cited in

(2)

• Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds
• Solving problem from systems and control by root-seeking method for functions

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