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&...
Cote: | Libro Electrónico |
---|---|
Auteurs principaux: | , , |
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.