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DOI

Consideration was given to the randomized stochastic approximation algorithm with simultaneous trial input perturbation and two measurements used to optimize the unconstrained nonstationary functional. The upper boundary of the mean-square residual was established under conditions of single differentiability of the functional and almost arbitrary noise. Efficiency of the algorithm was illustrated by an example of stabilization of the resulting estimates for the multidimensional case under dependent observation noise.

Переведенное названиеАлгоритм стохастической аппроксимации с пробным возмущением на входе в нестационарной задаче оптимизации
Язык оригиналаАнглийский
Страницы (с-по)1827-1835
Число страниц9
ЖурналAutomation and Remote Control
Том70
Номер выпуска11
DOI
СостояниеОпубликовано - ноя 2009

ID: 5014786