A stochastic approximation algorithm for asymptotic time-invariant linear systems

DOI10.1080/00207177608922155zbMath0362.62089OpenAlexW2064692348MaRDI QIDQ4136380

Harald Höge

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1080/00207177608922155

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Stochastic approximation (62L20) Model systems in control theory (93C99)

Cites Work

• On the stochastic approximation method and optimal fittering theory
• A note on stochastic approximation algorithms in system identification
• Stochastic algorithms in system identification