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Approximation, Probability, and Related Fields pp 247–271Cite as

Stochastic Approximation Under Dependent Noises, Detecting Signals and Adaptive Control

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Abstract

Let f α(θ) be a family of unknown functions from a set into ℝ1, be a random parameter with the distribution Pα and with the mean value. The function is assumed to have unique minimum in at an internal point θ*.

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Author information

Authors and Affiliations

  1. Mathematics and Mechanics Department, St.Petersburg University, St.Petersburg, 198904, Russia

    Oleg N. Granichin

Authors
  1. Oleg N. Granichin
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Editor information

Editors and Affiliations

  1. Dept. of Mathematics, Memphis State University, Memphis, Tennessee, 38152, USA

    George Anastassiou

  2. Statistics & Appl. Probability, University of California, Santa Barbara, California, 93106-3110, USA

    Svetlozar T. Rachev

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© 1994 Springer Science+Business Media New York

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Granichin, O.N. (1994). Stochastic Approximation Under Dependent Noises, Detecting Signals and Adaptive Control. In: Anastassiou, G., Rachev, S.T. (eds) Approximation, Probability, and Related Fields. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-2494-6_19

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  • DOI: https://doi.org/10.1007/978-1-4615-2494-6_19

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4613-6063-6

  • Online ISBN: 978-1-4615-2494-6

  • eBook Packages: Springer Book Archive

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