Stochastic Approximation and Its Applications:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Boston, MA
Springer US
2002
|
| Schriftenreihe: | Nonconvex Optimization and Its Applications
64 |
| Schlagwörter: | |
| Links: | https://doi.org/10.1007/b101987 |
| Beschreibung: | Estimating unknown parameters based on observation data containing information about the parameters is ubiquitous in diverse areas of both theory and application. For example, in system identification the unknown system coefficients are estimated on the basis of input-output data of the control system; in adaptive control systems the adaptive control gain should be defined based on observation data in such a way that the gain asymptotically tends to the optimal one; in blind channel identification the channel coefficients are estimated using the output data obtained at the receiver; in signal processing the optimal weighting matrix is estimated on the basis of observations; in pattern classification the parameters specifying the partition hyperplane are searched by learning, and more examples may be added to this list. All these parameter estimation problems can be transformed to a root-seeking problem for an unknown function. To see this, let - note the observation at time i. e. , the information available about the unknown parameters at time. It can be assumed that the parameter under estimation denoted by is a root of some unknown function This is not a restriction, because, for example, may serve as such a function |
| Umfang: | 1 Online-Ressource (XV, 360 p) |
| ISBN: | 9780306481666 9781402008061 |
| ISSN: | 1571-568X |
| DOI: | 10.1007/b101987 |
Internformat
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| 490 | 1 | |a Nonconvex Optimization and Its Applications |v 64 |x 1571-568X | |
| 500 | |a Estimating unknown parameters based on observation data containing information about the parameters is ubiquitous in diverse areas of both theory and application. For example, in system identification the unknown system coefficients are estimated on the basis of input-output data of the control system; in adaptive control systems the adaptive control gain should be defined based on observation data in such a way that the gain asymptotically tends to the optimal one; in blind channel identification the channel coefficients are estimated using the output data obtained at the receiver; in signal processing the optimal weighting matrix is estimated on the basis of observations; in pattern classification the parameters specifying the partition hyperplane are searched by learning, and more examples may be added to this list. All these parameter estimation problems can be transformed to a root-seeking problem for an unknown function. To see this, let - note the observation at time i. e. , the information available about the unknown parameters at time. It can be assumed that the parameter under estimation denoted by is a root of some unknown function This is not a restriction, because, for example, may serve as such a function | ||
| 650 | 4 | |a Mathematics | |
| 650 | 4 | |a Systems theory | |
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| 650 | 4 | |a Statistics | |
| 650 | 4 | |a Mechanical engineering | |
| 650 | 4 | |a Calculus of Variations and Optimal Control; Optimization | |
| 650 | 4 | |a Electronic and Computer Engineering | |
| 650 | 4 | |a Statistics, general | |
| 650 | 4 | |a Mechanical Engineering | |
| 650 | 4 | |a Systems Theory, Control | |
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Datensatz im Suchindex
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| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/b101987 |
| format | Electronic eBook |
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| id | DE-604.BV042418890 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T17:10:39Z |
| institution | BVB |
| isbn | 9780306481666 9781402008061 |
| issn | 1571-568X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027854307 |
| oclc_num | 879623340 |
| open_access_boolean | |
| owner | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| owner_facet | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| physical | 1 Online-Ressource (XV, 360 p) |
| psigel | ZDB-2-SMA ZDB-2-BAE ZDB-2-SMA_Archive |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | Springer US |
| record_format | marc |
| series | Nonconvex Optimization and Its Applications |
| series2 | Nonconvex Optimization and Its Applications |
| spellingShingle | Chen, Han-Fu Stochastic Approximation and Its Applications Nonconvex Optimization and Its Applications Mathematics Systems theory Mathematical optimization Statistics Mechanical engineering Calculus of Variations and Optimal Control; Optimization Electronic and Computer Engineering Statistics, general Mechanical Engineering Systems Theory, Control Mathematik Statistik |
| title | Stochastic Approximation and Its Applications |
| title_auth | Stochastic Approximation and Its Applications |
| title_exact_search | Stochastic Approximation and Its Applications |
| title_full | Stochastic Approximation and Its Applications by Han-Fu Chen |
| title_fullStr | Stochastic Approximation and Its Applications by Han-Fu Chen |
| title_full_unstemmed | Stochastic Approximation and Its Applications by Han-Fu Chen |
| title_short | Stochastic Approximation and Its Applications |
| title_sort | stochastic approximation and its applications |
| topic | Mathematics Systems theory Mathematical optimization Statistics Mechanical engineering Calculus of Variations and Optimal Control; Optimization Electronic and Computer Engineering Statistics, general Mechanical Engineering Systems Theory, Control Mathematik Statistik |
| topic_facet | Mathematics Systems theory Mathematical optimization Statistics Mechanical engineering Calculus of Variations and Optimal Control; Optimization Electronic and Computer Engineering Statistics, general Mechanical Engineering Systems Theory, Control Mathematik Statistik |
| url | https://doi.org/10.1007/b101987 |
| volume_link | (DE-604)BV010085908 |
| work_keys_str_mv | AT chenhanfu stochasticapproximationanditsapplications |