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On Fixed Gain Recursive Estimators with Discontinuity in the Parameters by Chau, Huy N.; Kumar, Chaman; Rásonyi, Miklós; Sabanis, Sotirios is a Mathematics article available to read on EtoBox.
What is On Fixed Gain Recursive Estimators with Discontinuity in the Parameters about?
In this paper, we estimate the expected tracking error of a fixed gain stochastic approximation scheme. The underlying process is not assumed Markovian, a mixing condition is required instead. Furthermore, the updating function may be discontinuous in the parameter.
Who reads On Fixed Gain Recursive Estimators with Discontinuity in the Parameters?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Chau, Huy N.; Kumar, Chaman; Rásonyi, Miklós; Sabanis, Sotirios
- Publisher
- EDP Sciences (ISSN 1292-8100)
- Published
- 2019
- Language
- EN
- Field
- Mathematics (Physical Sciences)