Pages that link to "Item:Q4137923"
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The following pages link to Robust estimation via stochastic approximation (Q4137923):
Displayed 19 items.
- Convergence of a recursive robust algorithm with strongly regular observations (Q584871) (← links)
- A note on constrained M-estimation and its recursive analog in multivariate linear regression models (Q1042959) (← links)
- Analysis of robust stochastic approximation algorithms for process identification (Q1076663) (← links)
- Robust identification (Q1138529) (← links)
- Methods for recursive robust estimation of AR parameters (Q1361507) (← links)
- Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise (Q1596894) (← links)
- Nonlinear robustified stochastic consensus seeking (Q2189132) (← links)
- Algorithms of robust stochastic optimization based on mirror descent method (Q2289049) (← links)
- Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models (Q2439890) (← links)
- Decision theoretic approach to real-time robust identification (Q3487257) (← links)
- Small sample behavior of robust stochastic approximation and iterated weighted least squares estimates for location (Q3690865) (← links)
- Robust real-time identification for a class of linear time-varying discrete systems (Q3727849) (← links)
- Recursive M-estimators of location (Q3765076) (← links)
- Robust real-time algorithms for identification of linear multivariable time-varying systems (Q3770425) (← links)
- Robust real-time identification of linear systems with correlated noise (Q3797078) (← links)
- Multivariate recursive m estimators of location for dependent sequences (Q3830374) (← links)
- Optimality in identification of linear plants (Q3968868) (← links)
- A robust approach for identification of linear lumped systems using Hermite polynomials (Q4862279) (← links)
- Scalable estimation strategies based on stochastic approximations: classical results and new insights (Q5963780) (← links)