Geodesic
Recursive estimation as an optimally controlled process
Kybernetika, Tome 21 (1985) no. 4, pp. 272-286

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MR Zbl
Classification : 62L12, 62L20, 93C05, 93E10, 93E20, 93E25 
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/
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     volume = {21},
     number = {4},
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     zbl = {0583.93057},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1985_21_4_a3/}
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[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