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
β¦ LIBER β¦
Almost sure convergence of stochastic gradient processes with matrix step sizes
β Scribed by Jean-Marie Monnez
- Book ID
- 108267299
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 177 KB
- Volume
- 76
- Category
- Article
- ISSN
- 0167-7152
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