Strong consistency of nonlinear recursive algorithms of estimation of the parameters of linear difference equations

zbMath0752.93084MaRDI QIDQ1177623

S. N. Tikhonov, Alexander S. Poznyak

Publication date: 26 June 1992

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

stochastic gradient algorithmadaptive parameter estimation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Stochastic learning and adaptive control (93E35)

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