Performance analysis of stochastic gradient algorithms under weak conditions.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/chinaf/DingYL08
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2008
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Performance analysis of stochastic gradient algorithms under weak conditions.
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9
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1269-1280
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recursive identification; parameter estimation; least squares; stochastic gradient; multivariable systems; convergence properties; martingale convergence theorem
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Performance analysis of stochastic gradient algorithms under weak conditions.
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