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Titlebook: Stochastic Approximation and Optimization of Random Systems; Lennart Ljung,Georg Pflug,Harro Walk Book 1992 Springer Basel AG 1992 Varianc

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发表于 2025-3-21 17:38:39 | 显示全部楼层 |阅读模式
书目名称Stochastic Approximation and Optimization of Random Systems
编辑Lennart Ljung,Georg Pflug,Harro Walk
视频video
丛书名称Oberwolfach Seminars
图书封面Titlebook: Stochastic Approximation and Optimization of Random Systems;  Lennart Ljung,Georg Pflug,Harro Walk Book 1992 Springer Basel AG 1992 Varianc
描述The DMV seminar "Stochastische Approximation und Optimierung zufalliger Systeme" was held at Blaubeuren, 28. 5. -4. 6. 1989. The goal was to give an approach to theory and application of stochas­ tic approximation in view of optimization problems, especially in engineering systems. These notes are based on the seminar lectures. They consist of three parts: I. Foundations of stochastic approximation (H. Walk); n. Applicational aspects of stochastic approximation (G. PHug); In. Applications to adaptation :ugorithms (L. Ljung). The prerequisites for reading this book are basic knowledge in probability, mathematical statistics, optimization. We would like to thank Prof. M. Barner and Prof. G. Fischer for the or­ ganization of the seminar. We also thank the participants for their cooperation and our assistants and secretaries for typing the manuscript. November 1991 L. Ljung, G. PHug, H. Walk Table of contents I Foundations of stochastic approximation (H. Walk) §1 Almost sure convergence of stochastic approximation procedures 2 §2 Recursive methods for linear problems 17 §3 Stochastic optimization under stochastic constraints 22 §4 A learning model; recursive density estimation 27 §5 In
出版日期Book 1992
关键词Variance; algorithms; mathematical statistics; optimization; statistics
版次1
doihttps://doi.org/10.1007/978-3-0348-8609-3
isbn_softcover978-3-7643-2733-0
isbn_ebook978-3-0348-8609-3Series ISSN 1661-237X Series E-ISSN 2296-5041
issn_series 1661-237X
copyrightSpringer Basel AG 1992
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发表于 2025-3-21 21:35:48 | 显示全部楼层
Applicational aspects of stochastic approximation,led a . of . on .. In general, for deterministic procedures which use the gradient .(.) of .(.), only convergence to the set of critical points .: .(.) = 0} can be proved. There are however tricky deterministic methods which avoid convergence to non-global minimizers (Dixon and Szegö 1975; Ge 1990).
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1661-237X give an approach to theory and application of stochas­ tic approximation in view of optimization problems, especially in engineering systems. These notes are based on the seminar lectures. They consist of three parts: I. Foundations of stochastic approximation (H. Walk); n. Applicational aspects of
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Applicational aspects of stochastic approximation,s. Any point .* which is the solution of (.) is called a . of . on .. If there is an open set . such that a point .. is the solution of.then .. is called a . of . on .. In general, for deterministic procedures which use the gradient .(.) of .(.), only convergence to the set of critical points .: .(.
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Applications to adaptation algorithms,l (adjust the regulator to the current properties of the system), adaptive filtering (continuously tuning a signal processing filter to allow for optimal action at all times), adaptive prediction and so on.
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Harro Walkdagogy and autoethnography as performed in their respective This book presents the collaborative work of two professors, one in Mexico and the other in the United States, and their respective students, participants in a Ph.D. course called “Critical Autoethnography.” The chapters emerged from virtua
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