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On the almost sure rate of convergence of linear stochastic approximation algorithms

โœ Scribed by Tadic, V.B.


Book ID
114637493
Publisher
IEEE
Year
2004
Tongue
English
Weight
330 KB
Volume
50
Category
Article
ISSN
0018-9448

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Further results on almost sure convergen
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