State inverse and decorrelated state stochastic approximation

DOI10.1016/0005-1098(80)90038-2zbMath0438.93063OpenAlexW2088163039MaRDI QIDQ1142194

John B. Moore, Rajendra Kumar

Publication date: 1980

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(80)90038-2

zbMATH Keywords

parameter estimationstochastic approximationgeometric interpretationexponential weightingdecorrelated statestate inverse

Mathematics Subject Classification ID

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

Related Items (2)

Detection techniques in least squares identification ⋮ Stochastic adaptive control using a modified least squares algorithm

Cites Work

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• A theoretical analysis of recursive identification methods
• On strong consistency of least squares identification algorithms
• Comparison of six on-line identification and parameter estimation methods
• Pseudogradient adaptation and training algorithms
• Some observations on instrumental variable methods of time-series analysis
• Analysis of recursive stochastic algorithms

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