• DocumentCode
    835613
  • Title

    A method for accelerating the first-order stochastic approximation algorithms

  • Author

    Unton, Fryderyk Z.

  • Author_Institution
    Polish Academy of Sciences, Warsaw, Poland
  • Volume
    26
  • Issue
    2
  • fYear
    1981
  • fDate
    4/1/1981 12:00:00 AM
  • Firstpage
    573
  • Lastpage
    575
  • Abstract
    The main problem considered is the method of choosing step coefficients in first-order stochastic approximation algorithms for system identification. The proposed method increases the efficency of the Saridis and Stein algorithm [4].
  • Keywords
    Parameter identification; Stochastic approximation; Acceleration; Approximation algorithms; Control systems; Covariance matrix; Equations; Instruments; Parameter estimation; Stochastic processes; Stochastic systems; System testing;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1981.1102647
  • Filename
    1102647
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=835613