Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
Procedure of stochastic approximation with disturbances at the input. / Granichin, O.N.
в: Automation and Remote Control, Том 53, № 2, 01.02.1992, стр. 232-237.Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
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TY - JOUR
T1 - Procedure of stochastic approximation with disturbances at the input
AU - Granichin, O.N.
PY - 1992/2/1
Y1 - 1992/2/1
N2 - The identification algorithm of unknown parameters of some function when observing its values in several points in presence of correlated noises is proposed. The consistency of identification algorithm is carried out because of additional input disturbance which is uncorrelated with noises. The properties of noises can be arbitrary, only the boundedness of second moments is required. The sufficient conditions for consistency are formulated. The example of signal detection is considered.
AB - The identification algorithm of unknown parameters of some function when observing its values in several points in presence of correlated noises is proposed. The consistency of identification algorithm is carried out because of additional input disturbance which is uncorrelated with noises. The properties of noises can be arbitrary, only the boundedness of second moments is required. The sufficient conditions for consistency are formulated. The example of signal detection is considered.
UR - http://www.scopus.com/inward/record.url?scp=0026817940&partnerID=8YFLogxK
M3 - Article
VL - 53
SP - 232
EP - 237
JO - Automation and Remote Control
JF - Automation and Remote Control
SN - 0005-1179
IS - 2
ER -
ID: 5016650