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System Modelling and Optimization pp 443–450Cite as

Convergence of a stochastic variable metric method with application in adaptive prediction

  • Stochastic Control
  • Conference paper
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Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 59))

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References

  1. Broyden, C.G.: A class of methods for solvin nonlinear equations. Maths. Comput., 19, 577–593 (1965).

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  2. Gerencsér,L.: Continuous-time and stochastic quasi-Newton methods. Submitted to SIAM J. Control and Optimization. Under revision.

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  3. Holst, I.: Adaptive prediction and recursive estimation. Report TFRT-1013 Dept. Aut. Cont., Lund Inst. Techn., Lund, Sweden. (1977).

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  4. Ljung, L.: Analysis of recursive stochastic algorithms. IEEE Trans. Aut. Cont. AC-22 551–575 (1977).

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  5. Nevelson, M.B.; Khasminskii, R.Z.: Stochastic approximation and recurrent estimation. (in Russian), Navka, Moscow (1972).

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  6. Wittenmark, B.: A self-tuning predictor. IEEE Trans. Aut. Cont., AC-19, 848–851 (1974).

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Authors and Affiliations

  1. Computer and Automation Institute of the Hungarian Academy of Sciences, Kende utca 13-17, H 1502, Budapest XI, Hungary

    L. Gerencsér

Authors
  1. L. Gerencsér
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P. Thoft-Christensen

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© 1984 Springer-Verlag

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Gerencsér, L. (1984). Convergence of a stochastic variable metric method with application in adaptive prediction. In: Thoft-Christensen, P. (eds) System Modelling and Optimization. Lecture Notes in Control and Information Sciences, vol 59. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0008918

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  • DOI: https://doi.org/10.1007/BFb0008918

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-13185-4

  • Online ISBN: 978-3-540-38828-9

  • eBook Packages: Springer Book Archive

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