Stochastic Approximation and Its Applications

• Κύριος συγγραφέας: Chen, Han-Fu (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Boston, MA : Springer US, 2002.
• Σειρά: Nonconvex Optimization and Its Applications, 64
• Θέματα: 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...

Πίνακας περιεχομένων:

• Robbins-Monro Algorithm
• Stochastic Approximation Algorithms with Expanding Truncations
• Asymptotic Properties of Stochastic Approximation Algorithms
• Optimization by Stochastic Approximation
• Application to Signal Processing
• Application to Systems and Control.