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Stochastic Approximation and Recursive Algorithms and Applications

Stochastic Approximation and Recursive Algorithms and Applications

Description

In recent years algorithms of the stochastic approximation type have found applications in new and diverse areas, and new techniques have been developed for proofs of convergence and rate of convergence. The actual and potential applications in signal processing have exploded. New challenges have arisen in applications to adaptive control. This book presents a thorough coverage of the ODE method used to analyze these algorithms.

Keywords

MathematicsProbability & StatisticsStochastic Processes

1997Book

Author(s)Harold J. Kushner

PublisherSpringer New York

ISBN9780387949161

LanguageEnglish

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