Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › статья в сборнике материалов конференции › научная › Рецензирование
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 оригинала | Английский |
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Название основной публикации | PROCEEDINGS OF THE 48TH IEEE CONFERENCE ON DECISION AND CONTROL, 2009 HELD JOINTLY WITH THE 2009 28TH CHINESE CONTROL CONFERENCE (CDC/CCC 2009) |
Издатель | IEEE Canada |
Страницы | 5763-5767 |
Число страниц | 5 |
DOI | |
Состояние | Опубликовано - 2009 |
Событие | Joint 48th IEEE Conference on Decision and Control (CDC) / 28th Chinese Control Conference (CCC) - Shanghai Продолжительность: 15 дек 2009 → 18 дек 2009 |
Название | Proceedings of the IEEE Conference on Decision and Control |
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Издатель | Institute of Electrical and Electronics Engineers Inc. |
ISSN (печатное издание) | 0191-2216 |
конференция | Joint 48th IEEE Conference on Decision and Control (CDC) / 28th Chinese Control Conference (CCC) |
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Город | Shanghai |
Период | 15/12/09 → 18/12/09 |
ID: 74014650