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Stochastic Approximation And Adaptive Algorithms For Non Autonomous Differential Equations
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Book Synopsis Stochastic Approximation and Adaptive Algorithms for Non-autonomous Differential Equations by : Amber Catherine Griffiths
Download or read book Stochastic Approximation and Adaptive Algorithms for Non-autonomous Differential Equations written by Amber Catherine Griffiths and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Adaptive Algorithms and Stochastic Approximations by : Albert Benveniste
Download or read book Adaptive Algorithms and Stochastic Approximations written by Albert Benveniste and published by Springer. This book was released on 1990 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Weak Approximation of Itô Stochastic Differential Equations and Related Adaptive Algorithms by :
Download or read book Weak Approximation of Itô Stochastic Differential Equations and Related Adaptive Algorithms written by and published by . This book was released on 2000 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Approximation Algorithms with Applications to Particle Swarm Optimization, Adaptive Optimization, and Consensus by : Quan Yuan
Download or read book Stochastic Approximation Algorithms with Applications to Particle Swarm Optimization, Adaptive Optimization, and Consensus written by Quan Yuan and published by . This book was released on 2015 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: (2) The agents compute and communicate at random times. (3) The regime-switching process is modeled as a discrete-time Markov chain with a finite state space. (4) The functions involved are allowed to vary with respect to time hence nonstationarity can be handled. (5) Multi-scale formulation enriches the applicability of the algorithms. In the setup, the switching process contains a rate parameter $\e> 0$ in the transition probability matrix that characterizes how frequently the topology switches. The algorithm uses a step-size $\mu$ that defines how fast the network states are updated. Depending on their relative values, three distinct scenarios emerge. Under suitable conditions, it is shown that a continuous-time interpolation of the iterates converges weakly to a system of randomly switching ordinary differential equations modulated by a continuous-time Markov chain, or to a system of differential equations (an average with respect to certain measure). In addition, a scaled sequence of tracking errors converges to a witching diffusion or a diffusion. Simulation results are presented to demonstrate these findings.
Book Synopsis Stochastic Approximation and Recursive Algorithms and Applications by : Harold Kushner
Download or read book Stochastic Approximation and Recursive Algorithms and Applications written by Harold Kushner and published by Springer. This book was released on 2010-11-24 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a thorough revision, although the main features and structure remain unchanged. It contains many additional applications and results as well as more detailed discussion.
Book Synopsis Adaptive Algorithms for Deterministic and Stochastic Differential Equations by : Kyoung-Sook Moon
Download or read book Adaptive Algorithms for Deterministic and Stochastic Differential Equations written by Kyoung-Sook Moon and published by . This book was released on 2003 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Approximations and Adaptive Algorithms by : Albert Benveniste
Download or read book Stochastic Approximations and Adaptive Algorithms written by Albert Benveniste and published by . This book was released on 1990 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis An Invariant Measure Approach to the Convergence of Stochastic Approximations with State Dependent Noise by : Harold Joseph Kushner
Download or read book An Invariant Measure Approach to the Convergence of Stochastic Approximations with State Dependent Noise written by Harold Joseph Kushner and published by . This book was released on 1982 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt: A new method is presented for quickly getting the ordinary differential equation associated with the asymptotic properties of a stochastic approximation (or the projected algorithm for the constrained problem). Either a(n) yields 0, or a(n) can be constant, in which case the analysis is on the sequence obtained when a yields 0.) The method basically requires that the stochastic approximation be Markov with a Feller transition function, but little else. The simplest result requires that if X sub n is equivalent to x, the corresponding noise process have a unique invariant measure; but the 'non-unique' case can also be treated. No mixing condition is required, nor the construction of averaged test functions, and f(., .) need not be continuous. For the class of sequences treated, the conditions seem easier to verify than for other methods. There are extensions to the non-Markov case. Two examples illustrate the power and ease of use of the approach. Aside from the advantages of the method in treating standard problems, it seems to be particularly useful for handling the type of iterative algorithms which arise in adaptive communication theory, where the dynamics are often discontinuous and the 'noise' is often state dependent due to the effects of feedback.
Book Synopsis Convergence Rates of Adaptive Algorithms for Stochastic and Partial Differential Equations by : Erik von Schwerin
Download or read book Convergence Rates of Adaptive Algorithms for Stochastic and Partial Differential Equations written by Erik von Schwerin and published by . This book was released on 2005 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Convergence Rates of Adaptive Algorithms for Deterministic and Stochastic Differential Equations by : Kyoung-Sook Moon
Download or read book Convergence Rates of Adaptive Algorithms for Deterministic and Stochastic Differential Equations written by Kyoung-Sook Moon and published by . This book was released on 2001 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Approximations by : Albert Benveniste
Download or read book Stochastic Approximations written by Albert Benveniste and published by . This book was released on 1990 with total page 365 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Applied Stochastic Differential Equations by : Simo Särkkä
Download or read book Applied Stochastic Differential Equations written by Simo Särkkä and published by Cambridge University Press. This book was released on 2019-05-02 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Book Synopsis Stochastic Approximation and Its Applications by : Hanfu Chen
Download or read book Stochastic Approximation and Its Applications written by Hanfu Chen and published by Springer Science & Business Media. This book was released on 2002-08-31 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: Estimating unknown parameters based on observation data conta- ing 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 ch- nel 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 classifi- tion 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.
Book Synopsis Adaptive Control Systems by : Chalam
Download or read book Adaptive Control Systems written by Chalam and published by Routledge. This book was released on 2017-10-19 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt: impossible to access. It has been widely scattered in papers, reports, and proceedings ofsymposia, with different authors employing different symbols and terms. But now thereis a book that covers all aspects of this dynamic topic in a systematic manner.Featuring consistent terminology and compatible notation, and emphasizing unifiedstrategies, Adaptive Control Systems provides a comprehensive, integrated accountof basic concepts, analytical tools, algorithms, and a wide variety of application trendsand techniques.Adaptive Control Systems deals not only with the two principal approachesmodelreference adaptive control and self-tuning regulators-but also considers otheradaptive strategies involving variable structure systems, reduced order schemes, predictivecontrol, fuzzy logic, and more. In addition, it highlights a large number of practical applicationsin a range of fields from electrical to biomedical and aerospace engineering ...and includes coverage of industrial robots.The book identifies current trends in the development of adaptive control systems ...delineates areas for further research . : . and provides an invaluable bibliography of over1,200 references to the literature.The first authoritative reference in this important area of work, Adaptive ControlSystems is an essential information source for electrical and electronics, R&D,chemical, mechanical, aerospace, biomedical, metallurgical, marine, transportation, andpower plant engineers. It is also useful as a text in professional society seminars and inhousetraining programs for personnel involved with the control of complex systems, andfor graduate students engaged in the study of adaptive control systems.
Book Synopsis Asymptotic Properties of Distributed and Communicating Stochastic Approximation Algorithms by : Harold Joseph Kushner
Download or read book Asymptotic Properties of Distributed and Communicating Stochastic Approximation Algorithms written by Harold Joseph Kushner and published by . This book was released on 1986 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt: The asymptotic properties of extensions of the type of distributed or decentralized stochastic approximation proposed are developed. Such algorithms have numerous potential applications in decentralized estimation, detection and adaptive control, or in decentralized Monte Carlo simulation for system optimization (where they can exploit th possibilities of parallel processing). The structure involves several isolated processors (recursive algorithms) who communicate to each other asyhnchronously and at random intervals. The asymptotic (small gain) properties are derived. The communication intervals need not be strictly bounded and they and the system noise can depend on the (communicating) system state. State space constraints are also handled. In many applications, the dynamical terms are merely indicator functions, or have other types of discontinuities. The typical such case is also treated, as is the case where there is noise in the communication. The linear stochastic differential equation satisfied by the (interpolated) asymptotic normalized error sequence is derived, and issued to compare alternative algorithms and communication strategies. Weak convergence methods provide the basic tools.
Book Synopsis Stochastic Approximation by : Vivek S. Borkar
Download or read book Stochastic Approximation written by Vivek S. Borkar and published by Springer. This book was released on 2009-01-01 with total page 177 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Approximation with Averaging and Feedback by : Harold Joseph Kushner
Download or read book Stochastic Approximation with Averaging and Feedback written by Harold Joseph Kushner and published by . This book was released on 1993 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt:
