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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1981 Issue 7, Pages 115–119 (Mi at5859)

This article is cited in 1 paper

Adaptive Systems

Convergence of a stochastic approximation algorithm for estimating an autoregression parameter

Yu. Sh. Verulava

Tbilisi

Abstract: A theorem of convergence with a probability of 1 is proved for estimates of stochastic approximation in a stable autoregression process.

UDC: 62-501.72


Received: 16.06.1980



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