A stochastic estimation algorithm with observation averaging

DOI10.1109/9.277249MaRDI QIDQ3140206zbMATH OpenOpenAlexFDO

Authors Anatoli Juditsky

Publication date 13 April 1994

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

Full work available at URL https://doi.org/10.1109/9.277249

zbMATH Keywords

regression coefficients

Mathematics Subject Classification ID

System identification (93B30) Linear systems in control theory (93C05)

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Cited in

(3)

• Acceleration of Stochastic Approximation by Averaging
• scientific article; zbMATH DE number 1833935 (Why is no real title available?)
• An efficient stochastic Newton algorithm for parameter estimation in logistic regressions

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