Convergence of an adaptive linear estimation algorithm

DOI10.1109/TAC.1984.1103463MaRDI QIDQ3338068zbMATH OpenOpenAlexFDO

Authors Eweda Eweda, Odile Macchi

Publication date 1984

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

Full work available at URL https://doi.org/10.1109/tac.1984.1103463

zbMATH Keywords

convergenceparameter estimationstochastic gradient algorithm

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Stochastic programming (90C15) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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