EXPONENTIALLY CONVERGENT BEHAVIOUR OF SIMPLE STOCHASTIC ADAPTIVE ESTIMATION ALGORITHMS.

Robert R. Bitmead; Brian D.O. Anderson

doi:10.1109/cdc.1978.267996

EXPONENTIALLY CONVERGENT BEHAVIOUR OF SIMPLE STOCHASTIC ADAPTIVE ESTIMATION ALGORITHMS.

Robert R. Bitmead^*, Brian D.O. Anderson

^*Corresponding author for this work

School of Engineering

Research output: Contribution to journal › Conference article › peer-review

6 Citations (Scopus)

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 non-homogeneous algorithm in practical situations are qualitatively examined and a possible approach to improving performance in use is suggested.

Original language	English
Pages (from-to)	580-585
Number of pages	6
Journal	Proceedings of the IEEE Conference on Decision and Control
DOIs	https://doi.org/10.1109/cdc.1978.267996
Publication status	Published - 1978
Event	Proc IEEE Conf Decis Control Incl Symp Adapt Processes 17th - San Diego, CA, USA Duration: 10 Jan 1979 → 12 Jan 1979

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10.1109/cdc.1978.267996

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title = "EXPONENTIALLY CONVERGENT BEHAVIOUR OF SIMPLE STOCHASTIC ADAPTIVE ESTIMATION ALGORITHMS.",

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 non-homogeneous algorithm in practical situations are qualitatively examined and a possible approach to improving performance in use is suggested.",

author = "Bitmead, {Robert R.} and Anderson, {Brian D.O.}",

year = "1978",

doi = "10.1109/cdc.1978.267996",

language = "English",

pages = "580--585",

journal = "Proceedings of the IEEE Conference on Decision and Control",

issn = "0191-2216",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

note = "Proc IEEE Conf Decis Control Incl Symp Adapt Processes 17th ; Conference date: 10-01-1979 Through 12-01-1979",

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AU - Bitmead, Robert R.

AU - Anderson, Brian D.O.

PY - 1978

Y1 - 1978

N2 - 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 non-homogeneous algorithm in practical situations are qualitatively examined and a possible approach to improving performance in use is suggested.

AB - 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 non-homogeneous algorithm in practical situations are qualitatively examined and a possible approach to improving performance in use is suggested.

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U2 - 10.1109/cdc.1978.267996

DO - 10.1109/cdc.1978.267996

M3 - Conference article

AN - SCOPUS:0018053608

SN - 0191-2216

SP - 580

EP - 585

JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

T2 - Proc IEEE Conf Decis Control Incl Symp Adapt Processes 17th

Y2 - 10 January 1979 through 12 January 1979

ER -

EXPONENTIALLY CONVERGENT BEHAVIOUR OF SIMPLE STOCHASTIC ADAPTIVE ESTIMATION ALGORITHMS.

Abstract

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