• DocumentCode
    809939
  • Title

    Convergence conditions of dynamic stochastic approximation method for nonlinear stochastic discrete-time dynamic systems

  • Author

    Fujita, Shohei ; Fukao, Takeshi

  • Author_Institution
    Tokyo Institute of Technology, Tokyo, Japan
  • Volume
    17
  • Issue
    5
  • fYear
    1972
  • fDate
    10/1/1972 12:00:00 AM
  • Firstpage
    715
  • Lastpage
    717
  • Abstract
    Sufficient conditions are presented under which the dynamic stochastic approximation estimate converges with probability 1 to the true state vector of a nonlinear stochastic discrete-time dynamic system. These conditions are stated in terms of system dynamics, measurement function, and noise statistics; and are closely related to the concept of on-line stochastic observability.
  • Keywords
    Nonlinear systems, stochastic discrete-time; State estimation; Stochastic approximation; Approximation methods; Convergence; Noise measurement; Nonlinear dynamical systems; Probability; State estimation; Statistics; Stochastic resonance; Stochastic systems; Sufficient conditions;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1972.1100103
  • Filename
    1100103
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=809939