Stochastic gradient algorithm under \((h, \phi)\)-entropy criterion

DOI10.1007/s00034-007-9004-9OpenAlexW1996773351MaRDI QIDQ941177

L. Pu, Zeng-Qi Sun, Jinchun Hu, Badong Chen

Publication date: 4 September 2008

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-007-9004-9

Mathematics Subject Classification ID

Statistics (62-XX) Systems theory; control (93-XX)

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Cites Work

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• Estimators based on sample quantiles using \((h,\phi)\)-entropy measures
• Asymptotic distribution of (h, φ)-entropies
• Optimal state estimation for stochastic systems: an information theoretic approach
• Existence and uniqueness of risk-sensitive estimates

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