Asymptotical Study of Parameter Tracking Algorithms

DOI10.1137/S0363012992238953zbMATH Open0823.93060OpenAlexW2004237652MaRDI QIDQ4763552FDOQ4763552

Authors: Bernard Delyon, Anatoli Juditsky 

Publication date: 23 October 1995

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012992238953

zbMATH Keywords

estimation algorithmsasymptotic optimalitylinear regresson system

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic approximation (62L20) Estimation and detection in stochastic control theory (93E10)

Cited In (9)

• Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning
• Maximum likelihood with a time varying parameter
• A robust algorithm for random parameter tracking
• Application of a genetic algorithm to compute the control of a complex dynamic system
• First inverse moment of a generalized quadratic form
• Tracking randomly varying parameters: Analysis of a standard algorithm
• Asymptotic theory for a two-step pseudo-linear Doppler-bearing tracker
• Asymptotic Parameter Tracking Performance With Measurement Data of 1-Bit Resolution
• Variable gain parameter estimation algorithms for fast tracking and smooth steady state

This page was built for publication: Asymptotical Study of Parameter Tracking Algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4763552)