On the convergence of the dynamic stochastic approximation method for stochastic non-linear multidimensional dynamic systems
Kybernetika (1978)
- Volume: 14, Issue: 1, page (28)-37
- ISSN: 0023-5954
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topSorour, El Sayed. "On the convergence of the dynamic stochastic approximation method for stochastic non-linear multidimensional dynamic systems." Kybernetika 14.1 (1978): (28)-37. <http://eudml.org/doc/28558>.
@article{Sorour1978,
author = {Sorour, El Sayed},
journal = {Kybernetika},
language = {eng},
number = {1},
pages = {(28)-37},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On the convergence of the dynamic stochastic approximation method for stochastic non-linear multidimensional dynamic systems},
url = {http://eudml.org/doc/28558},
volume = {14},
year = {1978},
}
TY - JOUR
AU - Sorour, El Sayed
TI - On the convergence of the dynamic stochastic approximation method for stochastic non-linear multidimensional dynamic systems
JO - Kybernetika
PY - 1978
PB - Institute of Information Theory and Automation AS CR
VL - 14
IS - 1
SP - (28)
EP - 37
LA - eng
UR - http://eudml.org/doc/28558
ER -
References
top- A. E. Albert L. A. Gardner, Stochastic approximation and non-linear regression, Research Monograph No. 42, M. I. T. Press.
- V. Dupač, A dynamic stochastic approximation method, The Annals of Mathematical Statistics 36 (1965), 6, 1695-1702. (1965) MR0193724
- V. Dupač, Stochastic approximation in the presence of the trend, Czechoslovak Mathematical Journal 16 (1966), 454-461. (1966) MR0199921
- Katsuji Uosaki, Some generalization of dynamic stochastic approximation process, The Annals of Statistics 2 (1974), 5, 1042-1048. (1974) MR0359214
- H. Robbins, S. Monro, A stochastic approximation method, The Annals of Mathematical Statistics 22 (1951), 400-407. (1951) Zbl0054.05901MR0042668
- J. B. Pearson, A note on non-linear filtering, IEEE Transactions of Automatic Control AC-13 (1968), 103-105. (1968)
- E. Sorour, Stochastic approximation methods, Candidate dissertation work. Institute of Information Theory and Automation of Czechoslovak Academy of Sciences in Prague.
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