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Stochastic Approximation and Recursive Estimation
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Stochastic Approximation and Recursive Estimation

pocket, 1976
Engelska
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
Engelska
Vikt
188 gram
Utgivningsdatum
1976-11-30
Sidor
244