ASYMPTOTIC PROPERTIES OF STOCHASTIC APPROXIMATIONS WITH CONSTANT-COEFFICIENTS

被引:71
作者
KUSHNER, HJ
HUANG, H
机构
关键词
D O I
10.1137/0319007
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:87 / 105
页数:19
相关论文
共 14 条
[1]  
Billingsley P, 1968, CONVERGENCE PROBABIL
[2]   SLOWLY VARYING SYSTEM X=A(T)X [J].
DESOER, CA .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1969, AC14 (06) :780-&
[3]   ADAPTIVE LINEAR ESTIMATION FOR STATIONARY M-DEPENDENT PROCESSES [J].
KIM, JK ;
DAVISSON, LD .
IEEE TRANSACTIONS ON INFORMATION THEORY, 1975, 21 (01) :23-31
[4]  
Kushner H. J., 1978, APPL MATH SCI
[6]   RATES OF CONVERGENCE FOR STOCHASTIC-APPROXIMATION TYPE ALGORITHMS [J].
KUSHNER, HJ ;
HUANG, H .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1979, 17 (05) :607-617
[7]  
KUSHNER HJ, 1980 P JOINT AUT CON
[8]  
KUSHNER HJ, UNPUBLISHED
[9]   POSITIVE REAL TRANSFER-FUNCTIONS AND CONVERGENCE OF SOME RECURSIVE SCHEMES [J].
LJUNG, L .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1977, 22 (04) :539-551
[10]   ANALYSIS OF RECURSIVE STOCHASTIC ALGORITHMS [J].
LJUNG, L .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1977, 22 (04) :551-575