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Estimation of convergence rate for robust identification algorithms
Author(s) -
Kul'Chitskiy O. Yu.,
Mozgovoy A. E.
Publication year - 1992
Publication title -
international journal of adaptive control and signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.73
H-Index - 66
eISSN - 1099-1115
pISSN - 0890-6327
DOI - 10.1002/acs.4480060312
Subject(s) - convergence (economics) , rate of convergence , algorithm , identification (biology) , computer science , mathematics , estimation theory , mathematical optimization , key (lock) , botany , computer security , economics , biology , economic growth
The problem of constructing non‐asymptotic (true from the first step) estimates of the convergence rate of robust identification on‐line algorithms is considered. Estimates which are correct at each procedural step with any preassigned probability are shown for the one‐dimensional algorithm class. Examples of such estimates are given.