Asymptotic Properties of Stochastic Approximations with Constant Coefficients

DOI10.1137/0319007zbMath0475.93082OpenAlexW1976738682MaRDI QIDQ3931158

Harold J. Kushner, Hai Huang

Publication date: 1981

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0319007

zbMATH Keywords

system identificationasymptotic propertiesconvergence rate resultsstochastic approximationsadaptive signal processingstationary Gauss-Markov processcontinuous parameter interpolation

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Adaptive control/observation systems (93C40) Asymptotic stability in control theory (93D20) Identification in stochastic control theory (93E12) Stochastic stability in control theory (93E15)

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