Notes

On convergence of stochastic approximation algorithms in parameter identification of dynamic systems

A. S. Poznyak

Moscow

Abstract: For stable dynamic systems with a constrained disturbance convergence with a probability of 1 and r.m.s. convergence of stochastic approximation estimates is proved. The rate of convergence is estimated.

UDC: 62-501.72


Received: 13.09.1978

 English version: Automation and Remote Control, 1980, 40:8, 1254–1258

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