By Topic

A measure of the tracking capability of recursive stochastic algorithms with constant gains

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Benveniste, A. ; IRISA/INRIA, Campus de Beaulieu, Rennes Cédex, France ; Ruget, G.

A criterion is given for measuring the tracking capability of recursive algorithms when applied to slowly time-varying systems; the optimal gain for a given disturbance is also calculated. This criterion is seen to have some connection with the Fisher information matrix, and allows us to select a priori the best algorithm for identifying a given unknown parameter which may be subject to smooth unknown disturbances. Examples of applications are given in the areas of identification theory and data communication theory.

Published in:

Automatic Control, IEEE Transactions on  (Volume:27 ,  Issue: 3 )