Convergence of stochastic gradient estimation algorithm for multivariable ARX-like systems
DOI10.1016/j.camwa.2010.01.030zbMath1193.60057OpenAlexW2008233371MaRDI QIDQ988225
Yanjun Liu, Jie Sheng, Ruifeng Ding
Publication date: 26 August 2010
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2010.01.030
recursive identificationparameter estimationmultivariable systemsconvergence propertiesstochastic gradient
Asymptotic properties of parametric estimators (62F12) Martingales with discrete parameter (60G42) Estimation and detection in stochastic control theory (93E10) Stochastic approximation (62L20)
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