Strong consistency of a class of recursive stochastic gradient algorithms

DOI10.1080/00207178608933527MaRDI QIDQ3720434zbMATH OpenOpenAlexFDO

Authors Marion A. Hersh, Martin B. Zarrop

Publication date 1986

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178608933527

zbMATH Keywords

consistent estimateslinear systempersistent excitationrandomly disturbed single-input single-output discrete-timerandomly disturbed single-input single-output discrete-time linear systemrecursive stochastic algorithmsstrong consistency

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Methods of reduced gradient type (90C52) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cites work

• A unified sequential identification structure based on convergence considerations
• Discrete Time Stochastic Adaptive Control
• Exponential convergence of adaptive identification and control algorithms
• scientific article; zbMATH DE number 4066707 (Why is no real title available?)
• Quasi-least-squares identification and its strong consistency

Cited in

(10)

• Strong consistency of recursive identification by no use of persistent excitation condition
• Strong consistency of nonlinear recursive algorithms of estimation of the parameters of linear difference equations
• Outlier robust stochastic approximation algorithm for identification of MIMO Hammerstein models
• A linearly convergent stochastic recursive gradient method for convex optimization
• The strong consistency of the stochastic gradient algorithm of adaptive control
• Strong consistency of recursive identification under correlated noise
• scientific article; zbMATH DE number 3939225 (Why is no real title available?)
• scientific article; zbMATH DE number 1341164 (Why is no real title available?)
• Strong consistency of parameter estimates in direct self-tuning control algorithms based on stochastic approximation
• Strong consistency of sample path derivative estimates

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