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Further results on convergence and stability of a generalization of the Richardson extrapolation process

โœ Scribed by Avram Sidi


Publisher
Springer Netherlands
Year
1996
Tongue
English
Weight
559 KB
Volume
36
Category
Article
ISSN
0006-3835

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โœ Miloje S. Radenkovic ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 151 KB ๐Ÿ‘ 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