Performance analysis of stochastic gradient algorithms under weak conditions (Q948509)

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scientific article; zbMATH DE number 5352288
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Performance analysis of stochastic gradient algorithms under weak conditions
scientific article; zbMATH DE number 5352288

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    Performance analysis of stochastic gradient algorithms under weak conditions (English)
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    16 October 2008
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    recursive identification
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    parameter estimation
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    least squares
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    stochastic gradient
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    multivariable systems
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    convergence properties
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    martingale convergence theorem
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