Robust estimation via stochastic approximation
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Publication:4137923
DOI10.1109/TIT.1975.1055386zbMATH Open0363.62024DBLPjournals/tit/MartinM75WikidataQ59650386 ScholiaQ59650386MaRDI QIDQ4137923FDOQ4137923
Authors: C. Johan Masreliez, R. Douglas Martin
Publication date: 1975
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Cited In (20)
- Algorithms of robust stochastic optimization based on mirror descent method
- Robust identification
- Robust real-time identification of linear systems with correlated noise
- Distributed non-linear robust consensus-based sensor calibration for networked control systems
- Convergence of a recursive robust algorithm with strongly regular observations
- Decision theoretic approach to real-time robust identification
- Multivariate recursive m estimators of location for dependent sequences
- Robust real-time identification for a class of linear time-varying discrete systems
- Scalable estimation strategies based on stochastic approximations: classical results and new insights
- Small sample behavior of robust stochastic approximation and iterated weighted least squares estimates for location
- Methods for recursive robust estimation of AR parameters
- Robust real-time algorithms for identification of linear multivariable time-varying systems
- A robust approach for identification of linear lumped systems using Hermite polynomials
- Analysis of robust stochastic approximation algorithms for process identification
- A note on constrained M-estimation and its recursive analog in multivariate linear regression models
- Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models
- Optimality in identification of linear plants
- Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise
- Recursive M-estimators of location
- Nonlinear robustified stochastic consensus seeking
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