@article{KYB_1985_21_4_a3,
author = {Markl, Jaroslav},
title = {Recursive estimation as an optimally controlled process},
journal = {Kybernetika},
pages = {272--286},
year = {1985},
volume = {21},
number = {4},
mrnumber = {815615},
zbl = {0583.93057},
language = {en},
url = {http://geodesic.mathdoc.fr/item/KYB_1985_21_4_a3/}
}
Markl, Jaroslav. Recursive estimation as an optimally controlled process. Kybernetika, Tome 21 (1985) no. 4, pp. 272-286. http://geodesic.mathdoc.fr/item/KYB_1985_21_4_a3/
[1] B. T. Polyak: Convergence and rate of convergence of iterative stochastic algorithms. Part I: General case. (in Russian). Avtomatika i telemechanika (1976), 12, 83 - 94. | MR
[2] B. T. Polyak: Convergence and rate of convergence of iterative stochastic algorithms. Part II: The linear case. (in Russian). Avtomatika i telemechanika (1977), 4, 101- 107.
[3] B. T. Polyak, Ya. Z. Tsypkin: Adaptive estimation algorithms: Convergence, optimality, stability. (in Russian). Avtomatika i telemechanika (1979), 3, 71 - 84. | MR | Zbl
[4] B. T. Polyak, Ya. Z. Tsypkin: Optimal pseudogradient adaptation algorithms. (in Russian). Avtomatika i telemechanika (1980), 8, 74-84. | MR | Zbl
[5] J. Markl: On-line identification as an optimal controlled process. (in Czech). Automatizace 24 (1981), 10, 252-256.
[6] J. Markl: A simple recursive estimator with on-line orthogonalization of the input sequence. Kybernetika 19 (1983), 4, 345-356. | MR | Zbl