Асимптотические дисперсии алгоритмов стохастической аппроксимации
(1974) In Avtomatika i Telemekhanica p.178-182- Abstract
- There is considered a mean square convergence of a stochastic approximation algorithm, are derived, formelas of the asimptotical variances of the solution estimations, which are right for dependent observations as well, is defined optimal consequence of coefficients.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/2e7dc171-8b55-4613-85e5-c7ec0ca616b7
- author
- Ljung, Lennart
- organization
- alternative title
- Asimptotical variances of stochastic approximation algoritms
- publishing date
- 1974
- type
- Contribution to journal
- publication status
- published
- subject
- in
- Avtomatika i Telemekhanica
- issue
- 9
- pages
- 178 - 182
- publisher
- Izdatel'stvo Nauka
- ISSN
- 0005-2310
- language
- Russian
- LU publication?
- no
- id
- 2e7dc171-8b55-4613-85e5-c7ec0ca616b7
- alternative location
- http://mi.mathnet.ru/eng/at/y1974/i9/p178
- http://mi.mathnet.ru/rus/at/y1974/i9/p178
- date added to LUP
- 2018-12-26 15:12:32
- date last changed
- 2018-12-26 15:12:32
@article{2e7dc171-8b55-4613-85e5-c7ec0ca616b7, abstract = {{There is considered a mean square convergence of a stochastic approximation algorithm, are derived, formelas of the asimptotical variances of the solution estimations, which are right for dependent observations as well, is defined optimal consequence of coefficients.}}, author = {{Ljung, Lennart}}, issn = {{0005-2310}}, language = {{rus}}, number = {{9}}, pages = {{178--182}}, publisher = {{Izdatel'stvo Nauka}}, series = {{Avtomatika i Telemekhanica}}, title = {{Асимптотические дисперсии алгоритмов стохастической аппроксимации}}, url = {{http://mi.mathnet.ru/eng/at/y1974/i9/p178}}, year = {{1974}}, }