Hersh, M.A. and Zarrop, M.B. (1986) Strong consistency of a class of recursive stochastic gradient algorithms. International Journal of Control, 43(4), pp. 1115-1123. (doi: 10.1080/00207178608933527)
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Abstract
In this work, strong consistency results for a class of stochastic gradient algorithms are developed where the system is not necessarily minimum-phase or stable and is assumed to be of the CARMA form. The analysis uses only standard martingale results, and strong consistency is shown to hold under certain persistent excitation conditions.
| Item Type: | Articles |
|---|---|
| Status: | Published |
| Refereed: | Yes |
| Glasgow Author(s) Enlighten ID: | Hersh, Dr Marion |
| Authors: | Hersh, M.A., and Zarrop, M.B. |
| College/School: | College of Science and Engineering > School of Engineering > Biomedical Engineering |
| Journal Name: | International Journal of Control |
| Publisher: | Taylor and Francis |
| ISSN: | 0020-7179 |
| ISSN (Online): | 1366-5820 |
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