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Stochastic approximation algorithms and applications

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 ar...

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Detalles Bibliográficos
Autores principales: Kushner, Harold J, Yin, G George
Lenguaje:eng
Publicado: Springer 1997
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-1-4899-2696-8
http://cds.cern.ch/record/1667062
Descripción
Sumario: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.