State estimation scheme for nonlinear dynamical systems based on the stochastic approximation

DOI10.1016/0020-0255(75)90021-3zbMath0319.93052OpenAlexW2047377068MaRDI QIDQ1223058

Katsuji Uosaki

Publication date: 1975

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(75)90021-3

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Stochastic approximation (62L20)

Cites Work

• Some generalizations of dynamic stochastic approximation processes
• On Dvoretzky Stochastic Approximation Theorems
• Convergence conditions of dynamic stochastic approximation method for nonlinear stochastic discrete-time dynamic systems
• Stochastic Estimation of the Maximum of a Regression Function
• A Stochastic Approximation Method

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