Convergence rate determination for gradient-based adaptive estimators
type: Item
instance of: scholarly article
title: Convergence rate determination for gradient-based adaptive estimators
zbMATH Open document ID: 0605.93054
DOI: 10.1016/0005-1098(86)90079-8
author: Brian D. O. Anderson
author: Robert R. Bitmead
author: Tung-Sang Ng
published in: Automatica
publication date: 1986-01-01T00:00:00Z
review text: The paper presents a method for deriving a lower bound on the exponential convergence rate of the homogeneous part of gradient-based adaptive parameter estimators. The convergence rate depends on the minimum eigenvalue of the covariance matrix of the given random process. A comparison is drawn between adaptive estimators and the experimental design criteria for nonadaptive system identification.
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93C40
Mathematics Subject Classification ID: 93E12
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 93C05
Mathematics Subject Classification ID: 93E25
zbMATH DE Number: 3978954
zbMATH Keywords: lower bound
zbMATH Keywords: exponential convergence rate
zbMATH Keywords: gradient-based adaptive parameter estimators
reviewed by: S. M. Khrisanov
MaRDI profile type: Publication
full work available at URL: 0005-1098(86)90079-8
OpenAlex ID: W2045429159
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description: scientific article; zbMATH DE number 3978954