A combined algorithm for identification and approximation

DOI10.1007/BF02008375zbMath0638.62080MaRDI QIDQ1099561

Shuhui Deng

Publication date: 1987

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

convergence ratesalmost sure convergenceminimummeasurement errorsmoving average modelcombined algorithmARMAX modelsextended least squares methodroot-finding of a nonlinear regression functiontruncation at random boundsunconstrained and constrained problems

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Stochastic approximation (62L20)

Related Items (1)

Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds

Cites Work

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• Stochastic approximation methods for constrained and unconstrained systems
• Strong convergence of a stochastic approximation algorithm
• Convergence rate of least-squares identification and adaptive control for stochastic systems†
• Optimal Adaptive Control and Consistent Parameter Estimates for ARMAX Model with Quadratic Cost
• The convergence of AML
• Analysis of recursive stochastic algorithms
• A Stochastic Approximation Method
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems

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