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Optimal and robust kernel algorithms for passive stochastic approximation

✍ Scribed by Nazin, A.V.; Polyak, B.T.; Tsybakov, A.B.

Book ID
114539619
Publisher
IEEE
Year
1992
Tongue
English
Weight
1024 KB
Volume
38
Category
Article
ISSN
0018-9448

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An analysis of robust recursive algorithms for dynamic system identification is presented. Problems related to the construction of optimal stochastic approximation algorithms in the min-max sense are demonstrated. Starting from the definition of one class of robustified recursive identification algo