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Stochastic Approximation and Its Applications on Hardback by Han-Fu Chen
Stochastic Approximation and Its Applications on Hardback by Han-Fu Chen
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Description

This book presents the recent development of stochastic approximation algorithms with expanding truncations based on the TS (trajectory-subsequence) method, a newly developed method for convergence analysis. This approach is so powerful that conditions used for guaranteeing convergence have been considerably weakened in comparison with those applied in the classical probability and ODE methods. The general convergence theorem is presented for sample paths and is proved in a purely deterministic way. The sample-path description of theorems is particularly convenient for applications. Convergence theory takes both observation noise and structural error of the regression function into consideration. Convergence rates, asymptotic normality and other asymptotic properties are presented as well. Applications of the developed theory to global optimization, blind channel identification, adaptive filtering, system parameter identification, adaptive stabilization and other problems arising from engineering fields are demonstrated.
Release date NZ
August 31st, 2002
Author
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
  • Undergraduate
Illustrations
XV, 360 p.
Pages
360
Dimensions
156x234x22
ISBN-13
9781402008061
Product ID
2052762

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