Mean-square trend

被引：0

作者：

Bakirov, NK ^{[1
]}

Mustafaev, AAV

机构：

[1] Russian Acad Sci, Ufa Sci Ctr, Math Inst, Ufa 450001, Russia

[2] State Petr Acad, Baku, Azerbaijan

来源：

AUTOMATION AND REMOTE CONTROL | 2003年 / 64卷 / 07期

关键词：

Mechanical Engineer; System Theory; Programming Problem; Quadratic Programming; Linear Constraint;

D O I：

10.1023/A:1024742403793

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Certain properties of estimates of a monotonic convex or concave function are studied by the least-squares method-the mean-square trend. The mean-square trend under random perturbations is shown to be asymptotically optimal and converges under nonrandom perturbations. The corresponding computations are reduced a quadratic programming problem under linear constraints.

引用

页码：1145 / 1153

页数：9