On consistency of stochastic gradient algorithms for ARMAX models with disturbances

Proceedings of the American Control Conference

Volumn 7, Issue , 2005, Pages 4464-4469

  Ding, Feng ^a,b   Chen, Tongwen ^b  

^a JIANGNAN UNIVERSITY   (China)

^b UNIVERSITY OF ALBERTA   (Canada)

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;

CONVERGENCE PROPERTIES; PARAMETER ESTIMATION ERRORS; STATISTICAL PROPERTIES; STOCHASTIC GRADIENT ALGORITHMS;

ALGORITHMS;

EID: 23944481815     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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