{"title":"Exponentially convergent behaviour of simple stochastic adaptive estimation algorithms","authors":"R. Bitmead, B. O. Anderson","doi":"10.1109/CDC.1978.267996","DOIUrl":null,"url":null,"abstract":"A stochastic algorithm, familiar from adaptive estimation, is introduced and its homogeneous part is shown to be exponentially convergent for a wide class of inputs, which need not be stationary. The implications of this convergence rate for the nonhomogeneous algorithm in practical situations are qualitatively examined and a possible approach to improving performance in use is suggested.","PeriodicalId":375119,"journal":{"name":"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CDC.1978.267996","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 6
Abstract
A stochastic algorithm, familiar from adaptive estimation, is introduced and its homogeneous part is shown to be exponentially convergent for a wide class of inputs, which need not be stationary. The implications of this convergence rate for the nonhomogeneous algorithm in practical situations are qualitatively examined and a possible approach to improving performance in use is suggested.
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