Analysis of recursive stochastic algorithms

Cited In (only showing first 100 items - show all)

An analysis of convergence for a learning version of the subspace method
Eigenvalue location of certain matrices arising in convergence analysis problems
Variance constrained self-tuning control
A modified extended Kalman filter for linear discrete-time systems with unknown parameters
Nonlinear randomized urn models: a stochastic approximation viewpoint
Sequential online subsampling for thinning experimental designs
Grouping for optimal growth
A combined algorithm for identification and approximation
Strong consistency of recursive identification by no use of persistent excitation condition
Stochastic adaptive control using a modified least squares algorithm
E-equilibria and adaptive expectations: Output and inflation in the LBS model
Robust adaptive modified Newton algorithm for generalized eigendecomposition and its application
Recursive parameter estimation of transfer function models
Variable forgetting factors in parameter estimation
On a proof of Robbins-Monro algorithm
A generalized Pólya's urn with graph based interactions
Stochastic gradient learning in the cobweb model
Least mean squares learning in self-referential linear stochastic models
Rates of convergence of semi-stochastic approximation procedures for solving stochastic optimization problems
RLS parameter convergence with overparameterized models
Recursive output error identification algorithms theory and evaluation
When can a deterministic model of a population system reveal what will happen on average?
Adaptive dynamics in games played by heterogeneous populations
Convergence and asymptotic behaviour of parallel algorithms
Algorithms and networks for accelerated convergence of adaptive LDA
Convergence analysis of smoothed stochastic gradient-type algorithm
A Kalman-tracking filter approach to nonlinear programming
Topological orbital equivalence with asymptotic phase for a two time- scales discrete-time system
Convergence of least squares learning in self-referential discontinuous stochastic models.
Convergence of learning algorithms without a projection facility
Strong convergence of least squares learning to rational expectations
Optimization based on information containing uncertainties
Convergence of an adaptive filter algorithm
Stochastic approximation on Riemannian manifolds
Adaptive control based on explicit criterion minimization
Convergence analysis of the least-squares identification algorithm with a variable forgetting factor for time-varying linear systems
Robustness of multipredictor adaptive regulators: MUSMAR
Closed loop parameter identifiability and adaptive control of a linear stochastic system
Convergence of least squares learning to a non-stationary equilibrium
Convergence of the least-squares method with a polynomial regularizer for the infinite-dimensional autoregression equation
Analysis of a general recursive prediction error identification algorithm
Strong consistency of parameter estimates in direct self-tuning control algorithms based on stochastic approximation
Recursive identification under scarce measurements-convergence analysis
Stochastic identification and digital control of a heat exchanger: a simulation test case
Will the self-tuning approach work for general cost criteria?
Asymptotic normality of the continuous-time stochastic approximation algorithm
On the absence of positive realness conditions in self-tuning regulators based on explicit criterion minimization
Adaptive RLS algorithms under stochastic excitation. - Strong consistency analysis
Adaptive filters with constraints and correlated non-stationary signals
Deterministic convergence of a Clarke-Gawthrop self-tuning controller
Convergence analysis of ladder algorithms for AR and ARMA models
Induction of categories: The problem of multiple equilibria
Parameter adaptive control algorithms - a tutorial
Stochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence
System identification techniques for adaptive signal processing
On the discrete time dynamics of a self-stabilizing MCA learning algorithm
Théorèmes de convergence presque sure pour une classe d'algorithmes stochastiques à pas decroissant
A note on least-squares learning mechanism
Locally optimal adaptive control without persistent excitation
Recursive identification of time-varying systems via incremental estimation
Title not available (Why is that?)
Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning
Recursive identification algorithm for dynamic systems with output backlash and its convergence
A time-varying model of rational learning
Discussion on: ``A stacked model structure for off-line parameter variation estimation in multi-equilibria nonlinear systems
A back propagation algorithm to estimate the parameters of nonlinear dynamic rational models.
Rates of convergence of adaptive step-size of stochastic approximation algorithms
Gradient procedures for stochastic approximation with dependent noise and their asymptotic behaviour
Stochastic Methods for Composite and Weakly Convex Optimization Problems
Linear filtering with adaptive adjustment of the disturbance covariation matrices in the plant and measurement noise
Theory and applications of selftuning regulators
Enhancement of fixed controllers via adaptive-Q disturbance estimate feedback
Simulated annealing type algorithms for multivariate optimization
Limiting optimal adaptive filtering with unknown disturbance covariance
Self-tuning prediction and control
Free energy computations by minimization of Kullback-Leibler divergence: An efficient adaptive biasing potential method for sparse representations
Convergence rate of least-squares identification and adaptive control for stochastic systems†
Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds
Adaptive algorithms for first principal eigenvector computation
Abstract stochastic approximations and applications
Equilibrium with signal extraction from endogenous variables
Adaptive optimization and \(D\)-optimum experimental design.
Continuous-time stochastic approximation: Convergence and asymptotic efficiency
MINLIP for the identification of monotone Wiener systems
Determinacy and stability under learning of rational expectations equilibria
Reinforcement learning for long-run average cost.
Learning aspiration in repeated games
The modified gain extended Kalman filter and parameter identification in linear systems
Contractivity of a Markov operator on the space of normalised positive distributions
Null space gradient flows for constrained optimization with applications to shape optimization
Generalized neural networks for spectral analysis: dynamics and Liapunov functions
Convergence and logarithm laws of self-tuning regulators
Distributed learning and cooperative control for multi-agent systems
Extremum seeking under stochastic noise and applications to mobile sensors
Weighted least squares based recursive parametric identification for the submodels of a PWARX system
Self-tuning leader-follower games
Convergence of least squares learning mechanisms in self-referential linear stochastic models
Asymptotic properties of projections with applications to stochastic regression problems
Recursive estimation of a drifted autoregressive parameter.
Stabilization of stochastic approximation by step size adaptation

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