Two-Timescale Stochastic Gradient Descent in Continuous Time with Applications to Joint Online Parameter Estimation and Optimal Sensor Placement
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Publication:6346237
DOI10.3150/22-BEJ1493zbMath1510.93327arXiv2007.15998MaRDI QIDQ6346237
Nikolas Kantas, Louis Sharrock
Publication date: 31 July 2020
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Stochastic approximation (62L20)
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