Analysis of robust stochastic approximation algorithms for process identification

DOI10.1016/0005-1098(86)90053-1zbMath0593.93064OpenAlexW1966252051MaRDI QIDQ1076663

Branko D. Kovačevic, Srdjan S. Stanković

Publication date: 1986

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(86)90053-1

zbMATH Keywords

system identificationnonlinear filteringoptimal stochastic approximation algorithmsrobust recursive algorithms

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Stochastic approximation (62L20)

Related Items (5)

Robust sequential learning of feedforward neural networks in the presence of heavy-tailed noise ⋮ Nonlinear robustified stochastic consensus seeking ⋮ Robust real-time algorithms for identification of linear multivariable time-varying systems ⋮ A robust approach for identification of linear lumped systems using Hermite polynomials ⋮ Algorithms of robust stochastic optimization based on mirror descent method

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• On asymptotic properties of real-time identification algorithms based on dynamic stochastic approximation
• Robust Estimation of a Location Parameter
• A General Qualitative Definition of Robustness
• The 1972 Wald Lecture Robust Statistics: A Review

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