عنوان
پدید آورنده
موضوع
رده
QA274.2 .C538 2002
QA274
.
2
.
C538
2002
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
1402008066
NATIONAL BIBLIOGRAPHY NUMBER
Country Code
IR
Number
EB4460
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
COUNTRY OF PUBLICATION OR PRODUCTlON
Country of publication
IR
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Stochastic approximation and its applications
General Material Designation
[Electronic Resource]
First Statement of Responsibility
/ by Han-Fu Chen
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Dordrecht ; Boston
Name of Publisher, Distributor, etc.
: Kluwer Academic Publishers,
Date of Publication, Distribution, etc.
, c2002.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xv, 357 p. ill. 25 cm.
SERIES
Series Title
(Nonconvex optimization and its applications
Volume Designation
; v. 64)
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
e
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
ng
Text of Note
Includes bibliographical references (p. 347-353) and index.
CONTENTS NOTE
Text of Note
Machine generated contents note: Preface Acknowledgments 1. ROBBINS-MONRO ALGORITHM 1.1 Finding Zeros of a Function. 1.2 Probabilistic Method 1.3 ODE Method 1.4 Truncated RM Algorithm and TS Method 1.5 Weak Convergence Method 1.6 Notes and References 2. STOCHASTIC APPROXIMATION ALGORITHMS WITH EXPANDING TRUNCATIONS 2.1 Motivation 2.2 General Convergence Theorems by TS Method 2.3 Convergence Under State-Independent Conditions 2.4 Necessity of Noise Condition 2.5 Non-Additive Noise 2.6 Connection Between Trajectory Convergence and Proper of Limit Points 2.7 Robustness of Stochastic Approximation Algorithms 2.8 Dynamic Stochastic Approximation 2.9 Notes and References 3. ASYMPTOTIC PROPERTIES OF STOCHASTIC APPROXIMATION ALGORITHMS 3.1 Convergence Rate: Nondegenerate Case 3.2 Convergence Rate: Degenerate Case 3.3 Asymptotic Normality STOCHASTIC APPROXIMATION AND ITS APPLICATIONS 3.4 Asymptotic Efficiency 3.5 Notes and References 4. OPTIMIZATION BY STOCHASTIC APPROXIMATION 4.1 Kiefer-Wolfowitz Algorithm with Randomized Differences 4.2 Asymptotic Properties of KW Algorithm 4.3 Global Optimization 4.4 Asymptotic Behavior of Global Optimization Algorithm 4.5 Application to Model Reduction 4.6 Notes and References 5. APPLICATION TO SIGNAL PROCESSING 5.1 Recursive Blind Identification 5.2 Principal Component Analysis 5.3 Recursive Blind Identification by PCA 5.4 Constrained Adaptive Filtering 5.5 Adaptive Filtering by Sign Algorithms 5.6 Asynchronous Stochastic Approximation 5.7 Notes and References 6. APPLICATION TO SYSTEMS AND CONTROL 6.1 Application to Identification and Adaptive Control 6.2 Application to Adaptive Stabilization 6.3 Application to Pole Assignment for Systems with Unknown Coefficients 6.4 Application to Adaptive Regulation 6.5 Notes and References Appendices A.1 Probability Space A.2 Random Variable and Distribution Function A.3 Expectation A.4 Convergence Theorems and Inequalities A.5 Conditional Expectation A.6 Independence A.7 Ergodicity B.1 Convergence Theorems for Martingale B.2 Convergence Theorems for MDS I B.3 Borel-Cantelli-L6vy Lemma B.4 Convergence Criteria for Adapted Sequences B.5 Convergence Theorems for MDS II B.6 Weighted Sum of MDS References.
TOPICAL NAME USED AS SUBJECT
Stochastic approximation
DEWEY DECIMAL CLASSIFICATION
Number
519
.
2
LIBRARY OF CONGRESS CLASSIFICATION
Class number
QA274
.
2
Book number
.
C538
2002
PERSONAL NAME - PRIMARY RESPONSIBILITY
Chen, Hanfu.
ORIGINATING SOURCE
Country
ایران
ELECTRONIC LOCATION AND ACCESS
Host name
1402008066.pdf
Access number
محرمانه
Compression information
محرمانه
Date and Hour of Consultation and Access
1402008066.pdf
Bits per second
0
Electronic Format Type
متن
old catalog
e
BL
1
a
Y
