Convergence of an adaptive linear estimation algorithm

DOI10.1109/TAC.1984.1103463zbMath0546.93067OpenAlexW1966092724MaRDI QIDQ3338068

Eweda Eweda, Odile Macchi

Publication date: 1984

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1984.1103463

zbMATH Keywords

convergenceparameter estimationstochastic gradient algorithm

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Stochastic programming (90C15) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (8)

Recursive estimators with Markovian jumps ⋮ Abstract stochastic approximations and applications ⋮ Convergence analysis of smoothed stochastic gradient-type algorithm ⋮ Rates of convergence of adaptive step-size of stochastic approximation algorithms ⋮ Linear stochastic approximation driven by slowly varying Markov chains ⋮ Adaptation and tracking in system identification - a survey ⋮ Convergence of the Robbins-Monro method for linear problems in a Banach space ⋮ Convergence Rates and Decoupling in Linear Stochastic Approximation Algorithms

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