Strong consistency of a class of recursive stochastic gradient algorithms

DOI10.1080/00207178608933527zbMath0591.93060OpenAlexW2151480585MaRDI QIDQ3720434

Marion A. Hersh, Martin B. Zarrop

Publication date: 1986

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178608933527

zbMATH Keywords

linear systemconsistent estimatespersistent excitationstrong consistencyrecursive stochastic algorithmsrandomly disturbed single-input single-output discrete-timerandomly disturbed single-input single-output discrete-time linear system

Mathematics Subject Classification ID

Related Items (1)

Outlier robust stochastic approximation algorithm for identification of MIMO Hammerstein models

Cites Work

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• Exponential convergence of adaptive identification and control algorithms
• Quasi-least-squares identification and its strong consistency
• Discrete Time Stochastic Adaptive Control
• A unified sequential identification structure based on convergence considerations

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