scientific article; zbMATH DE number 3653234

MaRDI QIDQ3852875zbMATH OpenFDO

Authors Harro Walk

Publication date 1980

Full work available at URL https://eudml.org/doc/152213

zbMATH Keywords

filtering theoryinvariance principlemartingale difference sequenceRobbins-Monro process

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Signal detection and filtering (aspects of stochastic processes) (60G35) Martingales with discrete parameter (60G42) Stochastic approximation (62L20)

Cited in

(5)

• Asymptotic behaviour of a class of stochastic approximation procedures
• An almost sure invariance principle for stochastic approximation procedures in linear filtering theory
• Convergence of the Robbins-Monro method for linear problems in a Banach space
• The averaged Robbins-Monro method for linear problems in a Banach space
• An invariance principle for a finite dimensional stochastic approximation method in a Hilbert space

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