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Markl, Jaroslav
Recursive estimation as an optimally controlled process. (English). Kybernetika, vol. 21 (1985), issue 4, pp. 272-286
MSC: 62L12, 62L20, 93C05, 93E10, 93E20, 93E25 | MR 815615 | Zbl 0583.93057
References:
[1] 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. MR 0462747
[2] 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.
[3] B. T. Polyak, Ya. Z. Tsypkin: Adaptive estimation algorithms: Convergence, optimality, stability. (in Russian). Avtomatika i telemechanika (1979), 3, 71 - 84. MR 0544876 | Zbl 0418.93077
[4] B. T. Polyak, Ya. Z. Tsypkin: Optimal pseudogradient adaptation algorithms. (in Russian). Avtomatika i telemechanika (1980), 8, 74-84. MR 0627382 | Zbl 0462.49036
[5] J. Markl: On-line identification as an optimal controlled process. (in Czech). Automatizace 24 (1981), 10, 252-256.
[6] J. Markl: A simple recursive estimator with on-line orthogonalization of the input sequence. Kybernetika 19 (1983), 4, 345-356. MR 0723083 | Zbl 0522.93024
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