Stability of optimal filter higher-order derivatives
In many scenarios, a state-space model depends on a parameter which needs to be inferred from data. Using stochastic gradient search and the optimal filter (first-order) derivative, the parameter can be estimated online. To analyze the asymptotic behavior of online methods for parameter estimation i...
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Formatua: | Conference item |
Hizkuntza: | English |
Argitaratua: |
IEEE
2020
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