DocumentCode :
2995913
Title :
On consistent estimates of linear processes with unknown correction terms
Author :
Shilman, M.B.
Author_Institution :
Grumman Aerospace Corporation, Bethpage, New York
fYear :
1970
fDate :
7-9 Dec. 1970
Firstpage :
223
Lastpage :
223
Abstract :
The problem of estimating time varying parameters when the dynamics of the time variation is incompletely specified is considered. A stochastic approximation algorithm is given that yields estimates that are consistent in mean square. Rates of convergence are derived and an application to a class of polynomial regression problems is given.
Keywords :
Aerodynamics; Approximation algorithms; Convergence; Equations; Least squares approximation; Polynomials; Random variables; State estimation; Stochastic processes; Yield estimation;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Adaptive Processes (9th) Decision and Control, 1970. 1970 IEEE Symposium on
Conference_Location :
Austin, TX, USA
Type :
conf
DOI :
10.1109/SAP.1970.270028
Filename :
4044683
Link To Document :
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