Stochastic Approximation and Recursive Algorithms and Applications

Stochastic Approximation and Recursive Algorithms and Applications
Author: Harold Kushner
Publisher: Springer Science & Business Media
Total Pages: 485
Release: 2006-05-04
Genre: Mathematics
ISBN: 038721769X
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This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a thorough revision, although the main features and structure remain unchanged. It contains many additional applications and results as well as more detailed discussion.


Stochastic Approximation and Recursive Algorithms and Applications
Language: en
Pages: 485

Stochastic Approximation and Recursive Algorithms and Applications

Authors: Harold Kushner
Categories: Mathematics
Type: BOOK - Published: 2006-05-04 - Publisher: Springer Science & Business Media

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This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstra
Adaptive Algorithms and Stochastic Approximations
Language: en
Pages: 373

Adaptive Algorithms and Stochastic Approximations

Authors: Albert Benveniste
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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Adaptive systems are widely encountered in many applications ranging through adaptive filtering and more generally adaptive signal processing, systems identific
Stochastic Approximation and Its Applications
Language: en
Pages: 369

Stochastic Approximation and Its Applications

Authors: Han-Fu Chen
Categories: Mathematics
Type: BOOK - Published: 2005-12-30 - Publisher: Springer Science & Business Media

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Estimating unknown parameters based on observation data conta- ing information about the parameters is ubiquitous in diverse areas of both theory and applicatio
Stochastic Approximation and Optimization of Random Systems
Language: en
Pages: 128

Stochastic Approximation and Optimization of Random Systems

Authors: Lennart Ljung
Categories: Mathematics
Type: BOOK - Published: 1992 - Publisher: Birkhauser

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Approximation and Weak Convergence Methods for Random Processes, with Applications to Stochastic Systems Theory
Language: en
Pages: 296

Approximation and Weak Convergence Methods for Random Processes, with Applications to Stochastic Systems Theory

Authors: Harold Joseph Kushner
Categories: Computers
Type: BOOK - Published: 1984 - Publisher: MIT Press

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Control and communications engineers, physicists, and probability theorists, among others, will find this book unique. It contains a detailed development of app