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Stochastic Approximation and Recursive Estimation
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Stochastic Approximation and Recursive Estimation

Focuses on the sequential methods of solving a class of problems to which belongs, for example, the problem of finding a maximum point of a function if each measured value of this function contains a random error. This work discusses some basic procedures of stochastic approximation, namely the theory of Markov processes and martingales.
ISBN
9780821809068
Språk
Engelsk
Vekt
188 gram
Utgivelsesdato
30.11.1976
Antall sider
244