Recursive estimation as an optimally controlled process
Kybernetika (1985)
- Volume: 21, Issue: 4, page 272-286
- ISSN: 0023-5954
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topMarkl, Jaroslav. "Recursive estimation as an optimally controlled process." Kybernetika 21.4 (1985): 272-286. <http://eudml.org/doc/28609>.
@article{Markl1985,
author = {Markl, Jaroslav},
journal = {Kybernetika},
keywords = {recursive estimation; stochastic approximation algorithm; mutually independent and uncorrelated random processes; optimal step size},
language = {eng},
number = {4},
pages = {272-286},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Recursive estimation as an optimally controlled process},
url = {http://eudml.org/doc/28609},
volume = {21},
year = {1985},
}
TY - JOUR
AU - Markl, Jaroslav
TI - Recursive estimation as an optimally controlled process
JO - Kybernetika
PY - 1985
PB - Institute of Information Theory and Automation AS CR
VL - 21
IS - 4
SP - 272
EP - 286
LA - eng
KW - recursive estimation; stochastic approximation algorithm; mutually independent and uncorrelated random processes; optimal step size
UR - http://eudml.org/doc/28609
ER -
References
top- B. T. Polyak, Convergence and rate of convergence of iterative stochastic algorithms. Part I: General case, (in Russian). Avtomatika i telemechanika (1976), 12, 83 - 94. (1976) MR0462747
- B. T. Polyak, Convergence and rate of convergence of iterative stochastic algorithms. Part II: The linear case, (in Russian). Avtomatika i telemechanika (1977), 4, 101- 107. (1977)
- B. T. Polyak, Ya. Z. Tsypkin, Adaptive estimation algorithms: Convergence, optimality, stability, (in Russian). Avtomatika i telemechanika (1979), 3, 71 - 84. (1979) Zbl0418.93077MR0544876
- B. T. Polyak, Ya. Z. Tsypkin, Optimal pseudogradient adaptation algorithms, (in Russian). Avtomatika i telemechanika (1980), 8, 74-84. (1980) Zbl0462.49036MR0627382
- J. Markl, On-line identification as an optimal controlled process, (in Czech). Automatizace 24 (1981), 10, 252-256. (1981)
- J. Markl, A simple recursive estimator with on-line orthogonalization of the input sequence, Kybernetika 19 (1983), 4, 345-356. (1983) Zbl0522.93024MR0723083
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