A note on stochastic approximation algorithms in system identification

IEEE Transactions on Automatic Control ◽

10.1109/tac.1972.1100069 ◽

1972 ◽

Vol 17 (4) ◽

pp. 571-572 ◽

Author(s):

H. Kwatny

Keyword(s):

System Identification ◽

Approximation Algorithms ◽

Stochastic Approximation

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Error and sensitivity analysis of stochastic approximation algorithms for linear system identification

IEEE Transactions on Automatic Control ◽

10.1109/tac.1974.1100721 ◽

1974 ◽

Vol 19 (6) ◽

pp. 810-815 ◽

Author(s):

M. Alam ◽

A. Sage

Keyword(s):

Sensitivity Analysis ◽

System Identification ◽

Approximation Algorithms ◽

Linear System ◽

Stochastic Approximation ◽

Linear System Identification

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Stochastic Approximation Algorithms for System Identification Using Normal Operating Data

Pattern Recognition and Machine Learning ◽

10.1007/978-1-4615-7566-5_7 ◽

1971 ◽

pp. 79-86

Author(s):

Yasuyuki Funahashi ◽

Kahei Nakamura

Keyword(s):

System Identification ◽

Approximation Algorithms ◽

Stochastic Approximation ◽

Operating Data ◽

Normal Operating

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Stochastic approximation algorithms for linear discrete-time system identification

IEEE Transactions on Automatic Control ◽

10.1109/tac.1968.1098997 ◽

1968 ◽

Vol 13 (5) ◽

pp. 515-523 ◽

Author(s):

G. Saridis ◽

G. Stein

Keyword(s):

System Identification ◽

Approximation Algorithms ◽

Stochastic Approximation ◽

Discrete Time ◽

Discrete Time System ◽

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Stochastic Approximation Algorithms for System Identification, Estimation, and Decomposition of Mixtures

IEEE Transactions on Systems Science and Cybernetics ◽

10.1109/tssc.1969.300238 ◽

1969 ◽

Vol 5 (1) ◽

pp. 8-15 ◽

Author(s):

George Saridis ◽

Zivorad Nikolic ◽

K. Fu

Keyword(s):

System Identification ◽

Approximation Algorithms ◽

Stochastic Approximation

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Stochastic approximation algorithms for linear discrete-time system identification

10.1109/sap.1967.272974 ◽

1967 ◽

Author(s):

G. Saridis ◽

G. Stein

Keyword(s):

System Identification ◽

Approximation Algorithms ◽

Stochastic Approximation ◽

Discrete Time ◽

Discrete Time System ◽

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NN-approach to design of the optimal stochastic approximation algorithms

International Conference on Control '94 ◽

10.1049/cp:19940173 ◽

1994 ◽

Author(s):

A.V. Nazin

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation

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Plant-Friendly Signal Generation for System Identification Using a Modified Simultaneous Perturbation Stochastic Approximation (SPSA) Methodology

IEEE Transactions on Control Systems Technology ◽

10.1109/tcst.2010.2089795 ◽

2011 ◽

Vol 19 (6) ◽

pp. 1604-1612 ◽

Author(s):

Richard Steenis ◽

Daniel E. Rivera

Keyword(s):

System Identification ◽

Stochastic Approximation ◽

Signal Generation ◽

Simultaneous Perturbation Stochastic Approximation

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Necessary and sufficient conditions for convergence of stochastic approximation algorithms under arbitrary disturbances

Proceedings of 1995 34th IEEE Conference on Decision and Control ◽

10.1109/cdc.1995.479197 ◽

2002 ◽

Author(s):

S.R. Kulkarni ◽

C.S. Horn

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

Sufficient Conditions ◽

Necessary And Sufficient Conditions ◽

Sufficient Conditions For Convergence ◽

Necessary And Sufficient

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Linear and Nonlinear Stochastic Approximation Algorithms for Learning Systems

Pattern Recognition and Machine Learning ◽

10.1007/978-1-4615-7566-5_2 ◽

1971 ◽

pp. 18-28

Author(s):

Y. T. Chien

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

Learning Systems ◽

Linear And Nonlinear

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Randomized Difference Two-Timescale Simultaneous Perturbation Stochastic Approximation Algorithms for Simulation Optimization of Hidden Markov Models

10.21236/ada637176 ◽

2000 ◽

Author(s):

Shalabh Bhatnagar ◽

Michael C. Fu ◽

Steven I. Marcus ◽

Shashank Bhatnagar

Keyword(s):

Approximation Algorithms ◽

Hidden Markov Models ◽

Stochastic Approximation ◽

Markov Models ◽

Hidden Markov ◽

Simulation Optimization ◽

Simultaneous Perturbation Stochastic Approximation

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