Further results on almost sure convergen
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Miloje S. Radenkovic
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Article
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1999
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John Wiley and Sons
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English
โ 151 KB
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In this paper, we consider the rate of convergence of the parameter estimation error and the cost function for the stochastic gradient-type algorithm. The problem is solved in the case of the minimum-variance stochastic adaptive control. It is proven that the cost function has the rate of convergenc