Stochastic approximation algorithms and applications
著者
書誌事項
Stochastic approximation algorithms and applications
（Applications of mathematics, 35）
Springer, c1997
大学図書館所蔵 件 / 全63件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Includes bibliographical references (p. [393]-407) and indexes
内容説明・目次
内容説明
In recent years, algorithms of the stochastic approximation type have found applications in new and diverse areas and new techniques have been developed for proofs of convergence and rate of convergence. The actual and potential applications in signal processing have exploded. New challenges have arisen in applications to adaptive control. This book presents a thorough coverage of the ODE method used to analyze these algorithms.
目次
- Applications and issues
- application to learning, state dependent noise and queueing
- applications to signal processing and adaptive control
- mathematical background
- convergence with probability one - Martingale difference noise
- convergence with probability one - correlated noise
- weak convergence - introduction
- weak convergence methods for general algorithms
- applications - proofs of convergence
- rate of convergence
- averaging of the iterates
- distributed/decentralized and asynchronous algorithms.
「Nielsen BookData」 より