Abstract
This paper offers the comparative analysis of stochastic approximation methods applied for multi-mode discrete systems identification from incomplete noisy observations. The main item discussed here concerns the rate of convergence of these methods and several aspects that are considered to affect this property. To corroborate the theoretical arguments, the experimental results are provided.
This work was supported in part by the Russian Ministry of Education (grant No. T02-03.2-3427).
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Fatyanova, O., Kondratiev, A. (2003). Comparative Analysis of Stochastic Identification Methods and Fault Diagnosis for Multi-mode Discrete Systems. In: Sloot, P.M.A., Abramson, D., Bogdanov, A.V., Gorbachev, Y.E., Dongarra, J.J., Zomaya, A.Y. (eds) Computational Science — ICCS 2003. ICCS 2003. Lecture Notes in Computer Science, vol 2658. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-44862-4_47
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DOI: https://doi.org/10.1007/3-540-44862-4_47
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