DocumentCode :
2406892
Title :
Optimal and robust tracking of regression parameters
Author :
Lyon, Bernardd E. ; Uditsky, Anatolji ; Nazin, Alexandrnea
Author_Institution :
IRISA, Rennes, France
fYear :
1992
fDate :
1992
Firstpage :
3703
Abstract :
The tracking of a slowly drifting regression parameter is considered. For this problem, the lower information bound and optimal algorithms are studied in the limit of large time and small parameter. Nonasymptotic Lp-bounds for the tracking error are presented
Keywords :
optimisation; statistical analysis; stochastic processes; large time; lower information bound; nonasymptotic bounds; optimal algorithms; slowly drifting regression parameter; small parameter; stochastic gradient algorithm; tracking error; Convergence; Covariance matrix; Distribution functions; Equations; Estimation error; Linear matrix inequalities; Robustness; State estimation; Symmetric matrices; Virtual manufacturing;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
Type :
conf
DOI :
10.1109/CDC.1992.371198
Filename :
371198
Link To Document :
https://search.ricest.ac.ir/dl/search/defaultta.aspx?DTC=49&DC=2406892
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