Fast converging stochastic gradient algorithm
โ Scribed by Farhang-Boroujeny, B.; Turner, L.F.
- Book ID
- 118682794
- Publisher
- The Institution of Electrical Engineers
- Year
- 1981
- Weight
- 488 KB
- Volume
- 128
- Category
- Article
- ISSN
- 0143-7070
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
This paper studies the convergence of the stochastic gradient identification algorithm of multi-input multi-output ARX-like systems (i.e., multivariable ARX-like systems) by using the stochastic martingale theory. This ARX-like model contains a characteristic polynomial and differs from the conventi
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