Title :
Error bounds on stochastic approximates in discrete nonlinear dynamical systems
Author_Institution :
University of Lagos, Engineering Analysis Unit, Lagos, Nigeria
Abstract :
A mean-square error bound associated with gains utilised in stochastic approximation procedures is derived here. A specific bound is obtained for the case when the forcing function is a white noise process and the gain is specified.
Keywords :
discrete systems; nonlinear systems; stochastic systems; discrete nonlinear dynamical systems; error bounds; stochastic approximates;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19780156
