Analysis of robust stochastic approximation algorithms for process identification

DOI10.1016/0005-1098(86)90053-1zbMath0593.93064MaRDI QIDQ1076663

Branko D. Kovačevic, Srdjan S. Stanković

Publication date: 1986

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(86)90053-1

zbMATH Keywords

system identification; nonlinear filtering; optimal stochastic approximation algorithms; robust recursive algorithms

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

93E11: Filtering in stochastic control theory

93B35: Sensitivity (robustness)

93E10: Estimation and detection in stochastic control theory

93E12: Identification in stochastic control theory

62L20: Stochastic approximation

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