Kalman-Based Stochastic Gradient Method with Stop Condition and Insensitivity to Conditioning (Q5506688)
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scientific article; zbMATH DE number 6662671
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kalman-Based Stochastic Gradient Method with Stop Condition and Insensitivity to Conditioning |
scientific article; zbMATH DE number 6662671 |
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Kalman-Based Stochastic Gradient Method with Stop Condition and Insensitivity to Conditioning (English)
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13 December 2016
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data assimilation
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parameter estimation
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Kalman filter
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proximal methods
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stochastic gradient descent
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composite objective functions
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