Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents

Author:

Kumar BhumeshORCID,Borkar Vivek,Shetty Akhil

Funder

Department of Science and Technology, Ministry of Science and Technology

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Control and Optimization,Signal Processing,Control and Systems Engineering

Reference48 articles.

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2. Anantharam V, Borkar VS (2012) Stochastic approximation with long range dependent and heavy tailed noise. Queueing Syst 71(1–2):221–242

3. Bach F. Moulines E (2013) Non-strongly-convex smooth stochastic approximation with convergence rate O (1/n). In: Advances in neural information processing systems, pp 773–781

4. Benveniste A (1987) Design of adaptive algorithms for the tracking of time-varying systems. Int J Adapt Control Signal Process 19(1):3–29

5. Benveniste A, Ruget G (1982) A measure of the tracking capability of recursive stochastic algorithms with constant gains. IEEE Trans Autom Control 47(3):639–649

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