Ссылки

DOI

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.

Язык оригиналаАнглийский
Название основной публикацииPROCEEDINGS OF THE 48TH IEEE CONFERENCE ON DECISION AND CONTROL, 2009 HELD JOINTLY WITH THE 2009 28TH CHINESE CONTROL CONFERENCE (CDC/CCC 2009)
ИздательIEEE Canada
Страницы5763-5767
Число страниц5
DOI
СостояниеОпубликовано - 2009
СобытиеJoint 48th IEEE Conference on Decision and Control (CDC) / 28th Chinese Control Conference (CCC) - Shanghai
Продолжительность: 15 дек 200918 дек 2009

Серия публикаций

НазваниеProceedings of the IEEE Conference on Decision and Control
ИздательInstitute of Electrical and Electronics Engineers Inc.
ISSN (печатное издание)0191-2216

конференция

конференцияJoint 48th IEEE Conference on Decision and Control (CDC) / 28th Chinese Control Conference (CCC)
ГородShanghai
Период15/12/0918/12/09

ID: 74014650