Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
Algorithm for stochastic approximation with trial input perturbation in the nonstationary problem of optimization. / Vakhitov, A. T.; Granichin, O. N.; Gurevich, L. S.
в: Automation and Remote Control, Том 70, № 11, 11.2009, стр. 1827-1835.Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
}
TY - JOUR
T1 - Algorithm for stochastic approximation with trial input perturbation in the nonstationary problem of optimization
AU - Vakhitov, A. T.
AU - Granichin, O. N.
AU - Gurevich, L. S.
PY - 2009/11
Y1 - 2009/11
N2 - 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.
AB - 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.
U2 - 10.1134/S000511790911006X
DO - 10.1134/S000511790911006X
M3 - статья
VL - 70
SP - 1827
EP - 1835
JO - Automation and Remote Control
JF - Automation and Remote Control
SN - 0005-1179
IS - 11
ER -
ID: 5014786