This article is cited in 1 paper

Adaptive Systems

On extension of nonlinear residual transformation class for recursive algorithms of parametric estimation

A. S. Poznyak, S. N. Tikhonov

Institute of Control Sciences, Moscow

Abstract: The problem of estimating the parameters of regression and autoregression processes with random moving-average perturbations is discussed. The estimates are formed by a stochastic-gradient method based on nonlinear transformation of a “generalized deviation”. A class of operators that form a dependent noise is isolated for which the discussed algorithms have a guaranteed strong consistency for any monotonic deviation transformation including signum (on-off) functions.

UDC: 519.654:519.216


Received: 22.12.1988

 English version: Automation and Remote Control, 1990, 51:10, 1418–1424

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