Asymptotical Study of Parameter Tracking Algorithms

DOI10.1137/S0363012992238953MaRDI QIDQ4763552zbMATH OpenOpenAlexFDO

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
• Application of a genetic algorithm to compute the control of a complex dynamic system
• A robust algorithm for random parameter tracking
• 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
• Variable gain parameter estimation algorithms for fast tracking and smooth steady state
• Asymptotic Parameter Tracking Performance With Measurement Data of 1-Bit Resolution

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