On consistency of multi-innovation extended stochastic gradient algorithms with colored noises

Conference Record - IEEE Instrumentation and Measurement Technology Conference

Volumn , Issue , 2008, Pages 1695-1700

  Yu, Li ^a   Ding, Feng ^a   Liu, Peter X ^b  

^a JIANGNAN UNIVERSITY   (China)

^b CARLETON UNIVERSITY   (Canada)

Author keywords

Convergence properties; Martingale convergence theorem; Multi innovation identification; Parameter estimation; Stochastic gradient

Indexed keywords

COMMUNICATION CHANNELS (INFORMATION THEORY); COMPUTER NETWORKS; GRADIENT METHODS; INSTRUMENTS; MEASUREMENT THEORY; MODEL STRUCTURES; PARAMETER ESTIMATION; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC PROGRAMMING;

CONVERGENCE PROPERTIES; MARTINGALE CONVERGENCE THEOREM; MEASUREMENT TECHNOLOGIES; MULTI-INNOVATION IDENTIFICATION; STOCHASTIC GRADIENT;

STOCHASTIC MODELS;

EID: 51349128743     PISSN: 10915281     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/IMTC.2008.4547317     Document Type: Conference Paper

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