scientific article; zbMATH DE number 903864

MaRDI QIDQ4885503zbMATH OpenFDO

Authors Oleg N. Granichin

Publication date 3 October 1996

zbMATH Keywords

adaptive controlARMAX modeldependent noisesidentificationlinear difference equationmean square convergenceprobability one convergenceprobing noisessignal detection

Mathematics Subject Classification ID

Stochastic approximation (62L20) Adaptive control/observation systems (93C40) Application models in control theory (93C95) Optimal stochastic control (93E20) Detection theory in information and communication theory (94A13)

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Cited in

(4)

• Estimation of the minimum point of an unknown function observed in the presence of dependent noise
• Adaptive critic methods for stochastic systems with input-dependent noise
• Complete convergence of stochastic approximation algorithm in \(\mathbb{R}^d\) under random noises
• Theory for automatic learning under partially observed Markov-dependent noise

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