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Journal of Automation and Information Sciences

Publicado 12 números por año

ISSN Imprimir: 1064-2315

ISSN En Línea: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

Indexed in

Modified Kaczmage Algorithm for Estimating Parameters of Nonstationary Objects

Volumen 29, Edición 1, 1997, pp. 81-90
DOI: 10.1615/JAutomatInfScien.v29.i1.100
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SINOPSIS

Consideration is given to a generalized Kaczmage algorithm with weighting estimates at several steps and its application to the problem of estimating nonstationary parameters of objects that are described by a regression equation. The main characteristics of the algorithm operation, such as the bias of the estimator, the root-mean-square error, the domain of convergence, and the rate of convergence into the domain in the presence of measurement errors, have been calculated.

REFERENCIAS
  1. Dupac, V., A Dynamic Stochastic Approximation Method.

  2. Okrug, A. I., Dynamic Kaczmage Algorithm.

  3. Tsypkin, Ya. Z., Kaplinskii, A. I., and Larionov, K. A., Adaptation Algorithms and Learning under Nonstationary Conditions.

  4. Ishchenko, L. A., Liberol', B. D., and Rudenko, O. G., On the Properties of One Class of Multistage Adaptive Algorithms of Identification.

  5. Ishchenko, L. A., Liberol', B. D., and Rudenko, O. G., Adaptive Estimation of the Parameters of Nonstationary Objects.

  6. Polyak, B. T., Comparison of the Rates of Convergence of Single-Step and Multistage Algorithms of Optimization in the Presence of Disturbances.

  7. Lancaster, P., Theory of Matrices.

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