Shortcuts
Top of page (Alt+0)
Page content (Alt+9)
Page menu (Alt+8)
Your browser does not support javascript, some WebOpac functionallity will not be available.
.
Default
.
PageMenu
-
Main Menu
-
Simple Search
.
Advanced Search
.
Journal Search
.
Refine Search Results
.
Preferences
.
Search Menu
Simple Search
.
Advanced Search
.
New Items Search
.
Journal Search
.
Refine Search Results
.
Bottom Menu
Help
Italian
.
English
.
German
.
New Item Menu
New Items Search
.
New Items List
.
Links
SISSA Library
.
ICTP library
.
Italian National web catalog (SBN)
.
Trieste University web catalog
.
Udine University web catalog
.
© LIBERO v6.4.1sp220816
Page content
You are here
:
>
Review/Rating
>
Browse Shelf
Catalogue Display
Catalogue Display
Stochastic Approximation and Its Applications
.
Bookmark this Record
Catalogue Record 43233
.
.
Author info on Wikipedia
.
.
LibraryThing
.
.
Google Books
.
.
Amazon Books
.
Catalogue Information
Catalogue Record 43233
.
Reviews
Catalogue Record 43233
.
British Library
Resolver for RSN-43233
Google Scholar
Resolver for RSN-43233
WorldCat
Resolver for RSN-43233
Catalogo Nazionale SBN
Resolver for RSN-43233
GoogleBooks
Resolver for RSN-43233
ICTP Library
Resolver for RSN-43233
.
Share Link
Jump to link
Catalogue Information
Field name
Details
Dewey Class
515.64
Title
Stochastic Approximation and Its Applications ([EBook] /) / by Han-Fu Chen.
Author
Chen, Han-Fu
Other name(s)
SpringerLink (Online service)
Publication
Boston, MA : : Springer US, , 2002.
Physical Details
XV, 360 p. : online resource.
Series
Nonconvex Optimization and Its Applications
1571-568X ; ; 64
ISBN
9780306481666
Summary Note
Estimating unknown parameters based on observation data conta- ing information about the parameters is ubiquitous in diverse areas of both theory and application. For example, in system identification the unknown system coefficients are estimated on the basis of input-output data of the control system; in adaptive control systems the adaptive control gain should be defined based on observation data in such a way that the gain asymptotically tends to the optimal one; in blind ch- nel identification the channel coefficients are estimated using the output data obtained at the receiver; in signal processing the optimal weighting matrix is estimated on the basis of observations; in pattern classifi- tion the parameters specifying the partition hyperplane are searched by learning, and more examples may be added to this list. All these parameter estimation problems can be transformed to a root-seeking problem for an unknown function. To see this, let - note the observation at time i. e. , the information available about the unknown parameters at time It can be assumed that the parameter under estimation denoted by is a root of some unknown function This is not a restriction, because, for example, may serve as such a function.:
Contents note
Robbins-Monro Algorithm -- Stochastic Approximation Algorithms with Expanding Truncations -- Asymptotic Properties of Stochastic Approximation Algorithms -- Optimization by Stochastic Approximation -- Application to Signal Processing -- Application to Systems and Control.
System details note
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site
http://dx.doi.org/10.1007/b101987
Links to Related Works
Subject References:
Calculus of variations
.
Calculus of variations and optimal control; optimization
.
Electrical engineering
.
Mathematics
.
Mechanical Engineering
.
Statistics
.
Statistics, general
.
System theory
.
Systems Theory, Control
.
Authors:
Chen, Han-Fu
.
Corporate Authors:
SpringerLink (Online service)
.
Series:
Nonconvex Optimization and Its Applications
.
Classification:
515.64
.
.
ISBD Display
Catalogue Record 43233
.
Tag Display
Catalogue Record 43233
.
Related Works
Catalogue Record 43233
.
Marc XML
Catalogue Record 43233
.
Add Title to Basket
Catalogue Record 43233
.
Catalogue Information 43233
Beginning of record
.
Catalogue Information 43233
Top of page
.
Download Title
Catalogue Record 43233
Export
This Record
As
Labelled Format
Bibliographic Format
ISBD Format
MARC Format
MARC Binary Format
MARCXML Format
User-Defined Format:
Title
Author
Series
Publication Details
Subject
To
File
Email
Reviews
This item has not been rated.
Add a Review and/or Rating
43233
1
43233
-
2
43233
-
3
43233
-
4
43233
-
5
43233
-
Quick Search
Search for