Stochastic Approximation and Its Applications

• Main Author: Chen, Han-Fu (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Boston, MA : Springer US, 2002.
• Series: Nonconvex Optimization and Its Applications, 64
• Subjects: Mathematics.; System theory.; Calculus of variations.; Statistics.; Mechanical engineering.; Electrical engineering.; Calculus of Variations and Optimal Control; Optimization.; Electrical Engineering.; Statistics, general.; Mechanical Engineering.; Systems Theory, Control.

Estimating unknown parameters based on observation data conta- ing information about the parameters is ubiquitous in diverse areas of both theory and application. For example, in system identification the unknown system coefficients are estimated on the basis of input-output data of the control syst...