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Volumn 41, Issue 9, 1996, Pages 1245-1255

General results on the convergence of stochastic algorithms

Author keywords

[No Author keywords available]

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; MARKOV PROCESSES; PERTURBATION TECHNIQUES; PROBABILITY; RANDOM PROCESSES; VECTORS;

EID: 0030242092     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.536495     Document Type: Article
Times cited : (63)

References (20)
  • 2
    • 0021385812 scopus 로고
    • Application of Kushner and Clark lemma to general classes of stochastic algorithms
    • M. Métivier and P. Priouret, "Application of Kushner and Clark lemma to general classes of stochastic algorithms," IEEE Trans. Inform. Theory, vol. 30, 1984.
    • (1984) IEEE Trans. Inform. Theory , vol.30
    • Métivier, M.1    Priouret, P.2
  • 5
    • 33747049131 scopus 로고    scopus 로고
    • A new algorithm for rational subspace estimation based on cascadable adaptive lossless filters
    • submitted
    • I. Fijalkow, P. Loubaton, and P. A. Regalia, "A new algorithm for rational subspace estimation based on cascadable adaptive lossless filters," IEEE Trans. Signal Processing, submitted.
    • IEEE Trans. Signal Processing
    • Fijalkow, I.1    Loubaton, P.2    Regalia, P.A.3
  • 7
    • 85044490031 scopus 로고    scopus 로고
    • A Lyapunov bound for solutions of Poisson equation
    • to appear
    • P. W. Glynn and S. P. Meyn, "A Lyapunov bound for solutions of Poisson equation," Ann. Probub., to appear.
    • Ann. Probub.
    • Glynn, P.W.1    Meyn, S.P.2
  • 13
    • 33747079735 scopus 로고
    • Convergence of stochastic-approximation procedures in the case of a regression equation with several roots
    • V. A. Lazarev, "Convergence of stochastic-approximation procedures in the case of a regression equation with several roots," Problems Inform. Transmission, 1993.
    • (1993) Problems Inform. Transmission
    • Lazarev, V.A.1
  • 16
    • 0022013023 scopus 로고
    • On stochastic approximation of the eigenvectors and eigenvalues of the expectation of a random matrix
    • E. Oja, "On stochastic approximation of the eigenvectors and eigenvalues of the expectation of a random matrix," J. Math. Anal. Appl., vol. 106, pp. 69-84, 1985.
    • (1985) J. Math. Anal. Appl. , vol.106 , pp. 69-84
    • Oja, E.1
  • 17
    • 0001000786 scopus 로고
    • Nonconvergence to unstable points in urn models and stochastic approximation
    • R. Pemantle, "Nonconvergence to unstable points in urn models and stochastic approximation," Ann. Probab., vol. 18, no. 2, pp. 698-712, 1990.
    • (1990) Ann. Probab. , vol.18 , Issue.2 , pp. 698-712
    • Pemantle, R.1
  • 18
    • 84904774796 scopus 로고    scopus 로고
    • New stochastic approximation type procedures
    • B. T. Polyak, "New stochastic approximation type procedures," Automat. Remote Contr., vol. 51, no. 7.
    • Automat. Remote Contr. , vol.51 , Issue.7
    • Polyak, B.T.1
  • 19
    • 0020140899 scopus 로고
    • Least squares type algorithm for adaptive implementation of Pisarenko's harmonic retrieval method
    • June
    • V. U. Reddy, B. Egardt. and T. Kailath, "Least squares type algorithm for adaptive implementation of Pisarenko's harmonic retrieval method," IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-30, June 1982.
    • (1982) IEEE Trans. Acoust., Speech, Signal Processing , vol.ASSP-30
    • Reddy B Egardt, V.U.1    Kailath, T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.