Convergence rate for RLS-based direct self-tuning minimum-variance regulation of ARMAX minimum phase plants.
Antoni NiederlinskiPublished in: IEEE Trans. Autom. Control. (1997)
Keyphrases
- convergence rate
- minimum variance
- convergence speed
- step size
- learning rate
- spectral estimation
- gradient method
- primal dual
- portfolio optimization
- least squares
- numerical stability
- wavelet neural network
- faster convergence rate
- recursive least squares
- linear prediction
- combinatorial optimization
- image coding
- hidden markov models
- multiresolution