Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review
In this paper application of the stochastic approximation algorithm with randomized differences to the minimum tracking problem for the non-constrained optimization is considered. The upper bound of mean-squared estimation error is derived in the case of once differentiable functional and almost arbitrary observation noise. Numerical simulation of the estimates stabilization for the multidimensional optimization with unknown but bounded deterministic noise is provided. Stabilization bound has sufficiently small level comparing to significant level of noise.
| Original language | English |
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| Title of host publication | PROCEEDINGS OF THE 48TH IEEE CONFERENCE ON DECISION AND CONTROL, 2009 HELD JOINTLY WITH THE 2009 28TH CHINESE CONTROL CONFERENCE (CDC/CCC 2009) |
| Publisher | IEEE Canada |
| Pages | 5763-5767 |
| Number of pages | 5 |
| DOIs | |
| State | Published - 2009 |
| Event | Joint 48th IEEE Conference on Decision and Control (CDC) / 28th Chinese Control Conference (CCC) - Shanghai Duration: 15 Dec 2009 → 18 Dec 2009 |
| Name | Proceedings of the IEEE Conference on Decision and Control |
|---|---|
| Publisher | Institute of Electrical and Electronics Engineers Inc. |
| ISSN (Print) | 0191-2216 |
| Conference | Joint 48th IEEE Conference on Decision and Control (CDC) / 28th Chinese Control Conference (CCC) |
|---|---|
| City | Shanghai |
| Period | 15/12/09 → 18/12/09 |
ID: 74014650