| Title:
|
On the convergence of the dynamic stochastic approximation method for stochastic non-linear multidimensional dynamic systems (English) |
| Author:
|
Sorour, El Sayed |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
14 |
| Issue:
|
1 |
| Year:
|
1978 |
| Pages:
|
(28)-37 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62L20 |
| MSC:
|
93E10 |
| idZBL:
|
Zbl 0371.62117 |
| idMR:
|
MR0478509 |
| . |
| Date available:
|
2009-09-24T17:00:12Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125403 |
| . |
| Reference:
|
[1] A. E. Albert L. A. Gardner: Stochastic approximation and non-linear regression.Research Monograph No. 42, M. I. T. Press. |
| Reference:
|
[2] V. Dupač: A dynamic stochastic approximation method.The Annals of Mathematical Statistics 36 (1965), 6, 1695-1702. MR 0193724 |
| Reference:
|
[3] V. Dupač: Stochastic approximation in the presence of the trend.Czechoslovak Mathematical Journal 16 (1966), 454-461. MR 0199921 |
| Reference:
|
[4] Katsuji Uosaki: Some generalization of dynamic stochastic approximation process.The Annals of Statistics 2 (1974), 5, 1042-1048. MR 0359214 |
| Reference:
|
[5] H. Robbins, S. Monro: A stochastic approximation method.The Annals of Mathematical Statistics 22 (1951), 400-407. Zbl 0054.05901, MR 0042668 |
| Reference:
|
[6] J. B. Pearson: A note on non-linear filtering.IEEE Transactions of Automatic Control AC-13 (1968), 103-105. |
| Reference:
|
[7] E. Sorour: Stochastic approximation methods.Candidate dissertation work. Institute of Information Theory and Automation of Czechoslovak Academy of Sciences in Prague. |
| . |
