A stochastic variable metric algorithm for system modelling and identification

DOI10.1080/00207727108920183zbMath0226.93023OpenAlexW2000173589MaRDI QIDQ5633879

No author found.

Publication date: 1971

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727108920183

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Cites Work

• A Rapidly Convergent Descent Method for Minimization
• Natural Bilinear Control Processes
• Stochastic Estimation of the Maximum of a Regression Function
• A Stochastic Approximation Method
• Multidimensional Stochastic Approximation Methods

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