Appeared in Proceedings of the Seventh Yale Workshop on Adaptive and Learning Systems pp Gain Adaptation Beats Least Squares
@inproceedings{Sutton2004AppearedIP, title={Appeared in Proceedings of the Seventh Yale Workshop on Adaptive and Learning Systems pp Gain Adaptation Beats Least Squares}, author={Richard S. Sutton}, year={2004} }
I present computational results suggesting that gain adaptation algorithms based in part on connection ist learning methods may improve over least squares and other classical parameter estimation methods for stochastic time varying linear systems The new algorithms are evaluated with respect to classical methods along three dimensions asymptotic error computational complexity and required prior knowl edge about the system The new algorithms are all of the same order of complexity as LMS methods…Â
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