Convergence Analysis of Weighted Stochastic Gradient Identification Algorithms Based on Latest‐Estimation for ARX Models

DOI10.1002/asjc.1747zbMath1422.93172OpenAlexW2793283941MaRDI QIDQ5194867

Fangzhou Fu, Ruiqi Dong, Ai-guo Wu

Publication date: 17 September 2019

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

Full work available at URL: https://doi.org/10.1002/asjc.1747

zbMATH Keywords

convergence analysislatest estimationweighted stochastic gradient

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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