A combined algorithm for identification and approximation (Q1099561)
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scientific article; zbMATH DE number 4041098
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| English | A combined algorithm for identification and approximation |
scientific article; zbMATH DE number 4041098 |
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A combined algorithm for identification and approximation (English)
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1987
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This paper deals with a joint parameter estimation and finding a root or minimum point. A stochastic approximation method with truncation at random bounds is applied to root-finding of a nonlinear regression function. While the extended least squares method is used to estimate the unknown parameters in measurement errors represented by a moving average model, convergence rates of the estimator of the unknown parameters and the root or the minimum point are derived.
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combined algorithm
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almost sure convergence
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unconstrained and constrained problems
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ARMAX models
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minimum
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truncation at random bounds
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root-finding of a nonlinear regression function
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extended least squares method
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measurement errors
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moving average model
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convergence rates
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0.7833160758018494
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0.7708225250244141
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0.7690784931182861
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