• DocumentCode
    3005012
  • Title

    Stochastic approximation algorithms and applications

  • Author

    Kubrusly, C.S. ; Gravier, J.

  • Author_Institution
    Pontificia Universidade Catolica do Rio de Janeiro, Brazil
  • fYear
    1973
  • fDate
    5-7 Dec. 1973
  • Firstpage
    763
  • Lastpage
    766
  • Abstract
    This study presents the conditions of applicability of stochastic approximation algorithms that minimize a mean-square error criterion for identification of a linear discrete-time stationary system without dynamical numerator. The acceleration of the convergence is discussed. Then a tentative is outlined to overcome the previous requirement of states accessibility.
  • Keywords
    Acceleration; Approximation algorithms; Convergence; Probability density function; Signal processing; Stochastic processes; Stochastic systems; Upper bound; Vectors; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the 12th Symposium on Adaptive Processes, 1973 IEEE Conference on
  • Conference_Location
    San Diego, CA, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1973.269114
  • Filename
    4045176
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3005012