Asymptotical Study of Parameter Tracking Algorithms

DOI10.1137/S0363012992238953zbMath0823.93060OpenAlexW2004237652MaRDI QIDQ4763552

Bernard Delyon, Anatoli B. Juditsky

Publication date: 23 October 1995

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

Full work available at URL: https://doi.org/10.1137/s0363012992238953

zbMATH Keywords

asymptotic optimalityestimation algorithmslinear regresson system

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Stochastic approximation (62L20)

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Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning ⋮ Application of a genetic algorithm to compute the control of a complex dynamic system ⋮ First inverse moment of a generalized quadratic form

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