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Avtomatika i Telemekhanika, 1987, Issue 4, Pages 26–36
(Mi at4413)
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This article is cited in 5 scientific papers (total in 5 papers)
Stochastic Systems
Recurrent estimation of minimal eigenvalues of information matrices
A. I. Zhdanov Kuibyshev
Abstract:
A recurrent way of estimating the minimal eigenvalues of information matrices from observed data is developed. The proposed estimation algorithm is proved to converge globally almost surely. For parameter identification and stochastic adaptive control this approach leads to realizable asymptotically optimal stochastic approximation algorithms with a scalar gain matrix.
Received: 16.04.1986
Citation:
A. I. Zhdanov, “Recurrent estimation of minimal eigenvalues of information matrices”, Avtomat. i Telemekh., 1987, no. 4, 26–36
Linking options:
https://www.mathnet.ru/eng/at4413 https://www.mathnet.ru/eng/at/y1987/i4/p26
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Abstract page: | 148 | Full-text PDF : | 79 | First page: | 2 |
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