Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability, 35) - Hardcover

Kushner, Harold; Yin, G. George

 
9780387949161: Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability, 35)

Inhaltsangabe

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.

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