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Adaptive Algorithms and Stochastic Approximations /

Adaptive systems are widely encountered in many applications ranging through adaptive filtering and more generally adaptive signal processing, systems identification and adaptive control, to pattern recognition and machine intelligence: adaptation is now recognised as keystone of "intelligence&...

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Détails bibliographiques
Cote:Libro Electrónico
Auteurs principaux: Benveniste, Albert (Auteur), Métivier, Michel (Auteur), Priouret, Pierre (Auteur)
Format: Électronique eBook
Langue:Inglés
Publié: Berlin, Heidelberg : Springer Berlin Heidelberg, 1990.
Collection:Applications of mathematics ; 22.
Sujets:
Accès en ligne:Texto completo
Table des matières:
  • I. Adaptive Algorithms: Applications
  • 1. General Adaptive Algorithm Form
  • 2. Convergence: the ODE Method
  • 3. Rate of Convergence
  • 4. Tracking Non-Stationary Parameters
  • 5. Sequential Detection; Model Validation
  • 6. Appendices to Part I
  • II. Stochastic Approximations: Theory
  • 1. O.D.E. and Convergence A.S. for an Algorithm with Locally Bounded Moments
  • 2. Application to the Examples of Part I
  • 3. Analysis of the Algorithm in the General Case
  • 4. Gaussian Approximations to the Algorithms
  • 5. Appendix to Part II: A Simple Theorem in the 'Robbins-Monro' Case
  • Subject Index to Part I
  • Subject Index to Part II.