Two-timescale stochastic gradient descent in continuous time with applications to joint online parameter estimation and optimal sensor placement (Q2692526)
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scientific article; zbMATH DE number 7666813
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-timescale stochastic gradient descent in continuous time with applications to joint online parameter estimation and optimal sensor placement |
scientific article; zbMATH DE number 7666813 |
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Two-timescale stochastic gradient descent in continuous time with applications to joint online parameter estimation and optimal sensor placement (English)
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22 March 2023
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Beneš filter
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Kalman-Bucy filter
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online parameter estimation
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optimal sensor placement
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recursive maximum likelihood
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stochastic gradient descent
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two-timescale stochastic approximation
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