Stochastic Approximation and Recursive Algorithms and Applications
Nov 2013 · Stochastic Modelling and Applied Probability Book 35 · Springer Science & Business Media
Ebook
417
Pages
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About this ebook
In recent years algorithms of the stochastic approximation type have found applications in new and diverse areas, and new techniques have been developed for proofs of convergence and rate of convergence. The actual and potential applications in signal processing have exploded. New challenges have arisen in applications to adaptive control. This book presents a thorough coverage of the ODE method used to analyze these algorithms.
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