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Асимптотические дисперсии алгоритмов стохастической аппроксимации

Ljung, Lennart (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:
author
organization
alternative title
Asimptotical variances of stochastic approximation algoritms
publishing date
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}},
}