Stochastic Approximation and Recursive Algorithms and Applications

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 ar...

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Bibliographic Details
Main Authors: Kushner, Harold, Yin, G. George (Author)
Format: eBook
Language:English
Published: New York, NY Springer New York 1997, 1997
Edition:1st ed. 1997
Series:Stochastic Modelling and Applied Probability
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Description
Summary: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
Physical Description:XXI, 417 p online resource
ISBN:9781489926968