| Title:
|
Recursive estimation as an optimally controlled process (English) |
| Author:
|
Markl, Jaroslav |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
21 |
| Issue:
|
4 |
| Year:
|
1985 |
| Pages:
|
272-286 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62L12 |
| MSC:
|
62L20 |
| MSC:
|
93C05 |
| MSC:
|
93E10 |
| MSC:
|
93E20 |
| MSC:
|
93E25 |
| idZBL:
|
Zbl 0583.93057 |
| idMR:
|
MR815615 |
| . |
| Date available:
|
2009-09-24T17:48:20Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125454 |
| . |
| Reference:
|
[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 |
| Reference:
|
[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. |
| Reference:
|
[3] B. T. Polyak, Ya. Z. Tsypkin: Adaptive estimation algorithms: Convergence, optimality, stability.(in Russian). Avtomatika i telemechanika (1979), 3, 71 - 84. Zbl 0418.93077, MR 0544876 |
| Reference:
|
[4] B. T. Polyak, Ya. Z. Tsypkin: Optimal pseudogradient adaptation algorithms.(in Russian). Avtomatika i telemechanika (1980), 8, 74-84. Zbl 0462.49036, MR 0627382 |
| Reference:
|
[5] J. Markl: On-line identification as an optimal controlled process.(in Czech). Automatizace 24 (1981), 10, 252-256. |
| Reference:
|
[6] J. Markl: A simple recursive estimator with on-line orthogonalization of the input sequence.Kybernetika 19 (1983), 4, 345-356. Zbl 0522.93024, MR 0723083 |
| . |
