scientific article; zbMATH DE number 3934902

MaRDI QIDQ3708670zbMATH OpenFDO

Authors J. Markl

Publication date 1985

Full work available at URL https://eudml.org/doc/28609

zbMATH Keywords

mutually independent and uncorrelated random processesoptimal step sizerecursive estimationstochastic approximation algorithm

Mathematics Subject Classification ID

Sequential estimation (62L12) Stochastic approximation (62L20) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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Cites work

• Adaptive estimation algorithms (convergence, optimality, stability)
• scientific article; zbMATH DE number 3827684 (Why is no real title available?)
• Optimal pseudogradient adaptation algorithms

Cited in

(11)

• Recursive estimation of minimum eigenvalues of information matrices
• Recursive algorithm for the two-stage EFOP estimation method
• An optimal stochastic approximation for estimating the effective window of a control factor
• Recursive estimation and difference equations
• Stochastic Approximation in Hilbert Space: Identification and Optimization of Linear Continuous Parameter Systems
• scientific article; zbMATH DE number 3938378 (Why is no real title available?)
• Parameter estimation and minimization of a function with random errors and geometric constraints
• A Stochastic Approximation Algorithm for the Adaptive Control of Time Series Following Generalized Linear Models
• Mean and covariance matrix adaptive estimation for a weakly stationary process. Application in stochastic optimization
• Recursive methods in probability control
• Recursive estimation based on an extended observation vector

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