Stochastic Approximation and Recursive Estimation (Translations of Mathematical Monographs Reprint)

Stochastic Approximation and Recursive Estimation (Translations of Mathematical Monographs Reprint)

Paperback

Up to 1 WeekUsually despatched within 1 week

Description

This book is devoted to sequential methods of solving a class of problems to which belongs, for example, the problem of finding a maximum point of a function if each measured value of this function contains a random error. Some basic procedures of stochastic approximation are investigated from a single point of view, namely the theory of Markov processes and martingales. Examples are considered of applications of the theorems to some problems of estimation theory, educational theory and control theory, and also to some problems of information transmission in the presence of inverse feedback.

Product Details

  • ISBN13: 9780821809068
  • Format: Paperback
  • Number Of Pages: 244
  • ID: 9780821809068
  • ISBN10: 0821809067

Delivery Information

  • Saver Delivery: Yes
  • 1st Class Delivery: Yes
  • Courier Delivery: Yes
  • Store Delivery: Yes

Prices are for internet purchases only. Prices and availability in WHSmith Stores may vary significantly

Close