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Volumn 35, Issue 2, 1998, Pages 407-417

Stochastic approximation with non-additive measurement noise

Author keywords

Non additive noise; Randomly varying truncation; Stochastic approximation

Indexed keywords


EID: 0032371603     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0021900200015035     Document Type: Article
Times cited : (6)

References (11)
  • 3
    • 0011595015 scopus 로고
    • Stochastic approximation procedure with randomly varying truncations
    • CHEN, H.F. AND ZHU, Y.M. (1986). Stochastic approximation procedure with randomly varying truncations. Scientia Sinica (series A), 29, 914-926.
    • (1986) Scientia Sinica (Series A) , vol.29 , pp. 914-926
    • Chen, H.F.1    Zhu, Y.M.2
  • 4
    • 49049152397 scopus 로고
    • Stochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence
    • KUSHNER, H.J. (1981). Stochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence. J. Math. Anal. Appl. 82, 527-542.
    • (1981) J. Math. Anal. Appl. , vol.82 , pp. 527-542
    • Kushner, H.J.1
  • 6
    • 0017526570 scopus 로고
    • Analysis of recursive stochastic algorithms
    • LJUNG, L. (1977). Analysis of recursive stochastic algorithms. IEEE Trans. Automatic Control 22, 551-575.
    • (1977) IEEE Trans. Automatic Control , vol.22 , pp. 551-575
    • Ljung, L.1
  • 8
    • 0000016172 scopus 로고
    • A stochastic approximation method
    • ROBBINS, H. AND MONRO, S. (1951). A stochastic approximation method. Ann. Math. Statist. 22, 400-407.
    • (1951) Ann. Math. Statist. , vol.22 , pp. 400-407
    • Robbins, H.1    Monro, S.2
  • 10
    • 0029532685 scopus 로고
    • On equivalence of some noise conditions for stochastic approximation algorithms
    • New Orleans
    • WANG, I.J., CHONG, E.K.P. AND KULKARNI, S.R. (1995). On equivalence of some noise conditions for stochastic approximation algorithms. In Proceedings of the 34th CDC. New Orleans, pp. 3849-3854.
    • (1995) Proceedings of the 34th CDC , pp. 3849-3854
    • Wang, I.J.1    Chong, E.K.P.2    Kulkarni, S.R.3
  • 11
    • 0024649443 scopus 로고
    • Almost sure convergence of stochastic approximation algorithms with non-additive noise
    • YIN, G. AND ZHU, Y.M. (1989). Almost sure convergence of stochastic approximation algorithms with non-additive noise. Int. J. Control 49, 1361-1376.
    • (1989) Int. J. Control , vol.49 , pp. 1361-1376
    • Yin, G.1    Zhu, Y.M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.