Rate of Convergence of Recursive Estimators

DOI10.1137/0330064MaRDI QIDQ4021833zbMATH OpenOpenAlexFDO

Authors László Gerencsér

Publication date 17 January 1993

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0330064

zbMATH Keywords

Ljung's schemerecursive estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Identification in stochastic control theory (93E12)

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(25)

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• An adaptive method for consistent estimation of real-valued non-minimum phase zeros in stable LTI systems
• Identification of ARX systems with non-stationary inputs -- asymptotic analysis with application to adaptive input design
• A behavioral stock market model
• Risk sensitive identification of linear stochastic systems
• On an estimate of the convergence rate
• Convergence Rate of the Causal Jacobi Derivative Estimator
• scientific article; zbMATH DE number 5114948 (Why is no real title available?)
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• Average convergence rate of the first return time
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• On fixed gain recursive estimators with discontinuity in the parameters
• scientific article; zbMATH DE number 7141665 (Why is no real title available?)
• A new recursive estimation method for single input single output models
• Estimates of the convergence rate for a dynamical reconstruction algorithm
• Convergence of the Kiefer–Wolfowitz algorithm in the presence of discontinuities
• Recursive parameter estimation: convergence
• Rate of convergence of the LMS method
• The ODE method for asymptotic statistics in stochastic approximation and reinforcement learning
• Stochastic approximation in a Markovian framework revisited: Lipschitz continuity of the Poisson equation

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