메뉴 건너뛰기




Volumn 49, Issue 10, 2004, Pages 1830-1835

Linear regression and filtering under nonstandard assumptions (arbitrary noise)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; CONTROL SYSTEM ANALYSIS; CONVERGENCE OF NUMERICAL METHODS; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; OPTIMAL CONTROL SYSTEMS; PARAMETER ESTIMATION; PROBABILITY; RANDOM PROCESSES; REGRESSION ANALYSIS; SIGNAL FILTERING AND PREDICTION; THEOREM PROVING;

EID: 7244247497     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2004.835585     Document Type: Article
Times cited : (31)

References (19)
  • 2
    • 84904780383 scopus 로고
    • Adaptive estimation algorithms (convergence, optimality, stability)
    • B. T. Polyak and Y. Z. Tsypkin, "Adaptive estimation algorithms (convergence, optimality, stability)," Automat. Remote Control, vol. 40, pp. 378-389, 1979.
    • (1979) Automat. Remote Control , vol.40 , pp. 378-389
    • Polyak, B.T.1    Tsypkin, Y.Z.2
  • 5
    • 0024035343 scopus 로고
    • Convergence analysis of adaptive linear estimation for dependent stationary processes
    • Jan
    • A. Krieger and E. Masry, "Convergence analysis of adaptive linear estimation for dependent stationary processes," IEEE Trans. Inform. Theory, vol. 34, pp. 177-182, Jan. 1988.
    • (1988) IEEE Trans. Inform. Theory , vol.34 , pp. 177-182
    • Krieger, A.1    Masry, E.2
  • 6
    • 84904774796 scopus 로고
    • New stochastic approximation type procedure
    • B. T. Polyak, "New stochastic approximation type procedure," Automat. Remote Control, vol. 51, pp. 937-946. 1990.
    • (1990) Automat. Remote Control , vol.51 , pp. 937-946
    • Polyak, B.T.1
  • 7
    • 0027590682 scopus 로고
    • A stochastic estimation algorithm with observation averaging
    • May
    • A. Juditsky, "A stochastic estimation algorithm with observation averaging," IEEE Trans. Automat. Contr., vol. 38, pp. 794-798, May 1993.
    • (1993) IEEE Trans. Automat. Contr. , vol.38 , pp. 794-798
    • Juditsky, A.1
  • 8
    • 0031162641 scopus 로고    scopus 로고
    • Necessary and sufficient conditions for stability of LMS
    • May
    • L. Guo, L. Ljung, and G.-J. Wang, "Necessary and sufficient conditions for stability of LMS," IEEE Trans. Automat. Contr., vol. 42, pp. 761-770, May 1997.
    • (1997) IEEE Trans. Automat. Contr. , vol.42 , pp. 761-770
    • Guo, L.1    Ljung, L.2    Wang, G.-J.3
  • 10
    • 0000077582 scopus 로고    scopus 로고
    • ∞ filtering for nonlinear systems
    • ∞ filtering for nonlinear systems," Syst. Control Lett., vol. 33, pp. 315-325, 1998.
    • (1998) Syst. Control Lett. , vol.33 , pp. 315-325
    • McEneaney, W.M.1
  • 11
    • 7244243234 scopus 로고
    • A stochastic approximation algorithm with perturbations in the input for identification of static nonstationary plant
    • O. N. Granichin, "A stochastic approximation algorithm with perturbations in the input for identification of static nonstationary plant," Vestnik Leningr. Univ., Math., vol. 21, pp. 92-93, 1988.
    • (1988) Vestnik Leningr. Univ., Math. , vol.21 , pp. 92-93
    • Granichin, O.N.1
  • 12
    • 0141434031 scopus 로고
    • Estimation of regression parameters with arbitrary noise
    • A. V. Goldenshluger and B. T. Polyak, "Estimation of regression parameters with arbitrary noise," Math. Meth. Stat., vol. 2, pp. 18-29, 1993.
    • (1993) Math. Meth. Stat. , vol.2 , pp. 18-29
    • Goldenshluger, A.V.1    Polyak, B.T.2
  • 13
    • 0031235724 scopus 로고    scopus 로고
    • The role of model validation for assessing the size of the unmodeled dynamics
    • Aug
    • L. Ljung and L. Guo, "The role of model validation for assessing the size of the unmodeled dynamics," IEEE Trans. Automat. Contr., vol. 42, pp. 1230-1239, Aug. 1997.
    • (1997) IEEE Trans. Automat. Contr. , vol.42 , pp. 1230-1239
    • Ljung, L.1    Guo, L.2
  • 14
    • 84904239998 scopus 로고    scopus 로고
    • Estimating the parameters of linear regression in an arbitrary noise
    • O. N. Granichin, "Estimating the parameters of linear regression in an arbitrary noise," Automat. Remote Control, vol. 63, pp. 25-35, 2002.
    • (2002) Automat. Remote Control , vol.63 , pp. 25-35
    • Granichin, O.N.1
  • 15
    • 0033246219 scopus 로고    scopus 로고
    • Optimal filtering of discrete-time hybrid systems
    • Q. Zhang, "Optimal filtering of discrete-time hybrid systems," J. Optim. Theory Appl., vol. 100, pp. 123-144, 1999.
    • (1999) J. Optim. Theory Appl. , vol.100 , pp. 123-144
    • Zhang, Q.1
  • 16
    • 0033876077 scopus 로고    scopus 로고
    • Hybrid filtering for linear systems with non-Gaussian disturbances
    • Jan
    • Q. Zhang, "Hybrid filtering for linear systems with non-Gaussian disturbances," IEEE Trans. Automat. Contr., vol. 45, pp. 50-61, Jan. 2000.
    • (2000) IEEE Trans. Automat. Contr. , vol.45 , pp. 50-61
    • Zhang, Q.1
  • 17
    • 84904240310 scopus 로고    scopus 로고
    • Nonminimax filtering in unknown irregular constrained observation noise
    • O. N. Granichin, "Nonminimax filtering in unknown irregular constrained observation noise," Automat. Remote Control, vol. 63, pp. 1482-1488, 2002.
    • (2002) Automat. Remote Control , vol.63 , pp. 1482-1488
    • Granichin, O.N.1
  • 18
    • 0002686402 scopus 로고
    • A convergence theorem for nonnegative almost super-martingales and some applications
    • J. S. Rustagi, Ed. New York: Academic
    • H. Robbins and D. Siegmund, "A convergence theorem for nonnegative almost super-martingales and some applications," in Optimizing Methods in Statistics, J. S. Rustagi, Ed. New York: Academic, 1971, pp. 233-257.
    • (1971) Optimizing Methods in Statistics , pp. 233-257
    • Robbins, H.1    Siegmund, D.2
  • 19
    • 0141545782 scopus 로고
    • Convergence and rate of convergence of recursive stochastic algorithms. Linear case
    • B. T. Polyak, "Convergence and rate of convergence of recursive stochastic algorithms. Linear case," Automat. Remote Control, vol. 38, pp. 537-542, 1977.
    • (1977) Automat. Remote Control , vol.38 , pp. 537-542
    • Polyak, B.T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.