State inverse and decorrelated state stochastic approximation
From MaRDI portal
Publication:1142194
DOI10.1016/0005-1098(80)90038-2zbMath0438.93063MaRDI QIDQ1142194
Publication date: 1980
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(80)90038-2
parameter estimation; stochastic approximation; geometric interpretation; exponential weighting; decorrelated state; state inverse
93E10: Estimation and detection in stochastic control theory
93E12: Identification in stochastic control theory
62L20: Stochastic approximation
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Detection techniques in least squares identification, Stochastic adaptive control using a modified least squares algorithm
Cites Work
- A theoretical analysis of recursive identification methods
- On strong consistency of least squares identification algorithms
- Comparison of six on-line identification and parameter estimation methods
- Pseudogradient adaptation and training algorithms
- Some observations on instrumental variable methods of time-series analysis
- Analysis of recursive stochastic algorithms
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