On fixed gain recursive estimators with discontinuity in the parameters
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Publication:4967798
DOI10.1051/ps/2018019zbMath1420.62359arXiv1609.05166OpenAlexW2963672576MaRDI QIDQ4967798
Sotirios Sabanis, Huy N. Chau, Chaman Kumar, Miklós Rásonyi
Publication date: 11 July 2019
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.05166
adaptive controlrecursive estimatorsstochastic gradientnon-Markovian dynamicsmixing processesfixed gainparameter discontinuity
Stochastic approximation (62L20) Stochastic stability in control theory (93E15) Stochastic learning and adaptive control (93E35)
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