Stochastic Approximation Under Dependent Noises, Detecting Signals and Adaptive Control

Oleg N. Granichin
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Oleg N. Granichin: St.Petersburg University, Mathematics and Mechanics Department

A chapter in Approximation, Probability, and Related Fields, 1994, pp 247-271 from Springer

Abstract: Abstract Let f α(θ) be a family of unknown functions from a set into ℝ1, be a random parameter with the distribution Pα and with the mean value. The function is assumed to have unique minimum in at an internal point θ*.

Keywords: Adaptive Control; Stochastic Approximation; Linear Difference Equation; Stochastic Approximation Algorithm; Dependent Noise (search for similar items in EconPapers)
Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4615-2494-6_19

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DOI: 10.1007/978-1-4615-2494-6_19

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