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Almost Sure Convergence of the Kaczmarz Algorithm with Random Measurements

✍ Scribed by Xuemei Chen, Alexander M. Powell


Book ID
118777910
Publisher
SP Birkhäuser Verlag Boston
Year
2012
Tongue
English
Weight
492 KB
Volume
18
Category
Article
ISSN
1069-5869

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📜 SIMILAR VOLUMES


Further results on almost sure convergen
✍ Miloje S. Radenkovic 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 151 KB 👁 2 views

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