Almost sure rate of convergence of the parameter estimates in stochastic approximation algorithm

IEEE Transactions on Automatic Control

Volumn 45, Issue 6, 2000, Pages 1161-1166

  Radenkovic, Miloje S ^a   Michel, Anthony N ^b  

^a The University of Colorado Denver   (United States)

^b UNIVERSITY OF NOTRE DAME   (United States)

Author keywords

Almost sure convergence; Martingale; Parameter estimation; Self tuning; Stochastic approximation

Indexed keywords

ADAPTIVE ALGORITHMS; CHEBYSHEV APPROXIMATION; CLOSED LOOP CONTROL SYSTEMS; CONTROL SYSTEM SYNTHESIS; CONVERGENCE OF NUMERICAL METHODS; LEAST SQUARES APPROXIMATIONS; PROBLEM SOLVING; RANDOM PROCESSES; SELF TUNING CONTROL SYSTEMS; SYSTEM STABILITY; THEOREM PROVING;

BOREL-CANTELLI LEMMA; MARTINGALE CONVERGENCE THEOREM; STOCHASTIC APPROXIMATION ALGORITHM;

PARAMETER ESTIMATION;

EID: 0034196197     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.863599     Document Type: Article

References (8)

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