Modified stochastic gradient identification algorithms with fast convergence rates

DOI10.1177/1077546310376989zbMath1271.93043MaRDI QIDQ2846337

Feng Ding, Jing Chen

Publication date: 5 September 2013

Published in: Journal of Vibration and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/1077546310376989

zbMATH Keywords

recursive identification; parameter estimation; least squares; stochastic gradient

Mathematics Subject Classification ID

93B30: System identification

93E24: Least squares and related methods for stochastic control systems

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