메뉴 건너뛰기




Volumn 7, Issue , 2005, Pages 4464-4469

On consistency of stochastic gradient algorithms for ARMAX models with disturbances

Author keywords

Convergence properties; Identification; Parameter estimation; Stochastic approximation; Stochastic gradient

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; ERROR ANALYSIS; IDENTIFICATION (CONTROL SYSTEMS); MATHEMATICAL MODELS; PARAMETER ESTIMATION; STOCHASTIC CONTROL SYSTEMS;

EID: 23944481815     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (1)

References (16)
  • 1
    • 0000258837 scopus 로고
    • Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
    • T.L. Lai and C.Z. Wei, "Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems," The Annals of Statistics, vol. 10, no. 1, pp. 154-166, 1982.
    • (1982) The Annals of Statistics , vol.10 , Issue.1 , pp. 154-166
    • Lai, T.L.1    Wei, C.Z.2
  • 2
    • 0001736578 scopus 로고
    • Extended least squares and their applications to adaptive control and prediction in linear systems
    • T.L. Lai and C.Z. Wei, "Extended least squares and their applications to adaptive control and prediction in linear systems," IEEE Transactions on Automatic Control, vol. 31, no. 10, pp. 898-906, 1986.
    • (1986) IEEE Transactions on Automatic Control , vol.31 , Issue.10 , pp. 898-906
    • Lai, T.L.1    Wei, C.Z.2
  • 3
    • 0001732503 scopus 로고
    • "Adaptive prediction by least squares prediction in stochastic regression models
    • C.Z. Wei, "Adaptive prediction by least squares prediction in stochastic regression models," The Annals of Statistics, vol. 15, no. 4, pp. 1667-1682, 1987.
    • (1987) The Annals of Statistics , vol.15 , Issue.4 , pp. 1667-1682
    • Wei, C.Z.1
  • 4
    • 0026188682 scopus 로고
    • The Astrom-Wittenmark self-tuning regulator revisited and ELS-based adaptive trackers
    • L. Guo and H.F. Chen, "The Astrom-Wittenmark self-tuning regulator revisited and ELS-based adaptive trackers," IEEE Transactions on Automatic Control, vol. 36, no. 7, pp. 802-812, 1991.
    • (1991) IEEE Transactions on Automatic Control , vol.36 , Issue.7 , pp. 802-812
    • Guo, L.1    Chen, H.F.2
  • 5
    • 0028369721 scopus 로고
    • On the convergence least squares estimates in white noise
    • K. Toussi and W. Ren, "On the convergence least squares estimates in white noise," IEEE Transactions on Automatic Control, vol. 39, no. 2, pp. 364-368, 1994.
    • (1994) IEEE Transactions on Automatic Control , vol.39 , Issue.2 , pp. 364-368
    • Toussi, K.1    Ren, W.2
  • 6
    • 0028526540 scopus 로고
    • Stochastic adaptive prediction and model reference control
    • W. Ren and P.K. Kumar, "Stochastic adaptive prediction and model reference control," IEEE Transactions on Automatic Control, vol. 39, no. 10, pp. 2047-2060, 1994.
    • (1994) IEEE Transactions on Automatic Control , vol.39 , Issue.10 , pp. 2047-2060
    • Ren, W.1    Kumar, P.K.2
  • 7
    • 0021406121 scopus 로고
    • Adaptive control with recursive identification for stochastic linear systems
    • P. Caines and S. Laforune, "Adaptive control with recursive identification for stochastic linear systems," IEEE Transactions on Automatic Control, vol. 29, no. 4, pp. 312-321, 1984.
    • (1984) IEEE Transactions on Automatic Control , vol.29 , Issue.4 , pp. 312-321
    • Caines, P.1    Laforune, S.2
  • 8
    • 0025420356 scopus 로고
    • Strong consistency of parameter estimates in direct self-tuning control algorithms based on stochastic approximation
    • M.S. Radenkovi and S. Stankovi, "Strong consistency of parameter estimates in direct self-tuning control algorithms based on stochastic approximation," Automatica, vol. 26, no. 3, pp. 533-544, 1990.
    • (1990) Automatica , vol.26 , Issue.3 , pp. 533-544
    • Radenkovi, M.S.1    Stankovi, S.2
  • 9
    • 0034196197 scopus 로고    scopus 로고
    • Almost sure rate of convergence of the parameter estimates in stochastic approximation algorithm
    • M.S. Radenkovic and A.N. Michel, "Almost sure rate of convergence of the parameter estimates in stochastic approximation algorithm," IEEE Transactions on Automatic Control, vol. 45, no. 6, pp. 1161-1166, 2000.
    • (2000) IEEE Transactions on Automatic Control , vol.45 , Issue.6 , pp. 1161-1166
    • Radenkovic, M.S.1    Michel, A.N.2
  • 10
    • 0030242092 scopus 로고    scopus 로고
    • General results on the convergence of stochastic algorithms
    • B. Delyon, General results on the convergence of stochastic algorithms, IEEE Transactions on Automatic Control, vol. 41, no. 9, pp. 1245-1255, 1996.
    • (1996) IEEE Transactions on Automatic Control , vol.41 , Issue.9 , pp. 1245-1255
    • Delyon, B.1
  • 11
    • 0033726482 scopus 로고    scopus 로고
    • Stability and instability of limit points for stochastic approximation algorithms
    • H. Fang and H.F. Chen, "Stability and instability of limit points for stochastic approximation algorithms," IEEE Transactions on Automatic Control, vol. 45, no. 3, pp. 413-420, 2000.
    • (2000) IEEE Transactions on Automatic Control , vol.45 , Issue.3 , pp. 413-420
    • Fang, H.1    Chen, H.F.2
  • 12
    • 0034187469 scopus 로고    scopus 로고
    • Stochastic approximation and user adaptation in a competitive resource sharing system
    • R. Buche and H.J. Kushner, "Stochastic approximation and user adaptation in a competitive resource sharing system," IEEE Transactions on Automatic Control, vol. 45, no. 5, pp. 844-853, 2000.
    • (2000) IEEE Transactions on Automatic Control , vol.45 , Issue.5 , pp. 844-853
    • Buche, R.1    Kushner, H.J.2
  • 13
    • 0036334497 scopus 로고    scopus 로고
    • Rate of convergence for constrained stochastic approximation algorithms
    • R. Buche and H.J. Kushner, "Rate of convergence for constrained stochastic approximation algorithms," SIAM Journal on Control and Optimization, vol. 40, no. 4, pp. 1011-1041, 2001.
    • (2001) SIAM Journal on Control and Optimization , vol.40 , Issue.4 , pp. 1011-1041
    • Buche, R.1    Kushner, H.J.2
  • 14
    • 0036858769 scopus 로고    scopus 로고
    • Stochastic approximation in nonparametric identification of Hammerstein systems
    • W. Greblicki, "Stochastic approximation in nonparametric identification of Hammerstein systems," IEEE Transactions on Automatic-Control, vol. 47, no. 11, pp. 1800-1810, 2002.
    • (2002) IEEE Transactions on Automatic-control , vol.47 , Issue.11 , pp. 1800-1810
    • Greblicki, W.1
  • 15
    • 0022013268 scopus 로고
    • The strong consistency of the stochastic gradient algorithm of adaptive control
    • H.F. Chen and P.E. Caines, "The strong consistency of the stochastic gradient algorithm of adaptive control," IEEE Transactions on Automatic Control, vol. 30, no. 2, pp. 189-192, 1985.
    • (1985) IEEE Transactions on Automatic Control , vol.30 , Issue.2 , pp. 189-192
    • Chen, H.F.1    Caines, P.E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.