Robust estimation via stochastic approximation
From MaRDI portal
Publication:4137923
DOI10.1109/TIT.1975.1055386zbMath0363.62024WikidataQ59650386 ScholiaQ59650386MaRDI QIDQ4137923
C. Johan Masreliez, R. Douglas Martin
Publication date: 1975
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Related Items (19)
Analysis of robust stochastic approximation algorithms for process identification ⋮ Optimality in identification of linear plants ⋮ Robust real-time identification for a class of linear time-varying discrete systems ⋮ Methods for recursive robust estimation of AR parameters ⋮ Decision theoretic approach to real-time robust identification ⋮ Recursive M-estimators of location ⋮ Robust identification ⋮ Nonlinear robustified stochastic consensus seeking ⋮ Robust real-time algorithms for identification of linear multivariable time-varying systems ⋮ A robust approach for identification of linear lumped systems using Hermite polynomials ⋮ Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models ⋮ Robust real-time identification of linear systems with correlated noise ⋮ Multivariate recursive m estimators of location for dependent sequences ⋮ Convergence of a recursive robust algorithm with strongly regular observations ⋮ Scalable estimation strategies based on stochastic approximations: classical results and new insights ⋮ Algorithms of robust stochastic optimization based on mirror descent method ⋮ A note on constrained M-estimation and its recursive analog in multivariate linear regression models ⋮ Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise ⋮ Small sample behavior of robust stochastic approximation and iterated weighted least squares estimates for location
This page was built for publication: Robust estimation via stochastic approximation
