Asymptotical Study of Parameter Tracking Algorithms
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Publication:4763552
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
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
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