Stochastic quasi-Newton with line-search regularisation

DOI10.1016/j.automatica.2021.109503zbMath1461.93556arXiv1909.01238OpenAlexW3131338793MaRDI QIDQ2664231

Thomas B. Schön, Adrian G. Wills

Publication date: 20 April 2021

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.01238

zbMATH Keywords

Gaussian processstochastic optimisationsequential Monte Carlononlinear system identificationparticle filterstochastic gradientstochastic quasi-Newton

Mathematics Subject Classification ID

Methods of quasi-Newton type (90C53) Nonlinear systems in control theory (93C10) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)

Related Items (2)

An overview of stochastic quasi-Newton methods for large-scale machine learning ⋮ Variational system identification for nonlinear state-space models

Uses Software

• System Identification Toolbox
• SGD-QN
• AdaGrad
• Adam

Cites Work

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