عنوان

Stochastic approximation and its applications

شابک

1402008066

کد کشور

IR

شماره

EB4460

زبان متن نوشتاري يا گفتاري و مانند آن

انگلیسی

کشور محل نشر

IR

عنوان اصلي

Stochastic approximation and its applications

نام عام مواد

[Electronic Resource]

نام نخستين پديدآور

/ by Han-Fu Chen

محل نشرو پخش و غیره

Dordrecht ; Boston

نام ناشر، پخش کننده و غيره

: Kluwer Academic Publishers,

تاریخ نشرو بخش و غیره

, c2002.

نام خاص و کميت اثر

xv, 357 p. ill. 25 cm.

عنوان فروست

(Nonconvex optimization and its applications

مشخصه جلد

; v. 64)

متن يادداشت

e

متن يادداشت

ng

متن يادداشت

Includes bibliographical references (p. 347-353) and index.

متن يادداشت

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.

موضوع مستند نشده

Stochastic approximation

شماره

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Chen, Hanfu.

کشور

ایران

نام ميزبان

1402008066.pdf

شماره دسترسي

محرمانه

اطلاعات مختصر

محرمانه

تاريخ و ساعت مذاکره و دسترسي

1402008066.pdf

بيت در ثانيه

0

نوع فرمت الکترونيکي

متن

وضعیت فهرست نویسی

old catalog

فرمت انتشار

e

نوع ماده

BL

پیشوند ISBD اعمال شده است

1

سطح دسترسي

a

تكميل شده

Y