ADAPTIVE STOCHASTIC APPROXIMATION FOR MEASUREMENT WITH CORRELATED NOISE

被引：0
|
作者：
GAO Aijun (Institute of Mathematical Sciences
机构：
来源：
Systems Science and Mathematical Sciences | 1992年 / 03期
基金：
中国国家自然科学基金;
关键词：
Adaptive; stochastic approximation; recursive estimation;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
A multidimensional adaptive stochastic approximation procedure trun-cated at randomly varying bounds is studied for the regression function observedwith correlated noise.The algorithm is proved to be asymptotically efficient.Theresult of the paper generalizes the one shown in[1]for the observation noise be-ing i.i.d.random vectors and under other restrictive conditions imposed on theregression function.
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页码：213 / 226
页数：14
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