数学物理学报 ›› 1983, Vol. 3 ›› Issue (1): 99-112.

• 论文 • 上一篇    下一篇

CONTINUOUS-TIME STOCHASTIC APPROXIMATION UNDER MEASUREMENT ERROR BEING PROCESS OF DEPENDENT INCREMENT

陈翰馥   

  1. Institute of Systems Science and Mathematical Sciences, Academia Sinica
  • 收稿日期:1982-01-06 出版日期:1983-03-26 发布日期:1983-03-26

CONTINUOUS-TIME STOCHASTIC APPROXIMATION UNDER MEASUREMENT ERROR BEING PROCESS OF DEPENDENT INCREMENT

Chen Hanfu   

  1. Institute of Systems Science and Mathematical Sciences, Academia Sinica
  • Received:1982-01-06 Online:1983-03-26 Published:1983-03-26

摘要: If the accurate value of a function h(·) is available at any point then there are many numerical methods recursively estimating the root of the regression equation h(·)=0.But the measurement is usually disturbed by random errors.In this case how can the root of h(·) be found out? This is just the problem investigated by stochastic approximation.

Abstract: If the accurate value of a function h(·) is available at any point then there are many numerical methods recursively estimating the root of the regression equation h(·)=0.But the measurement is usually disturbed by random errors.In this case how can the root of h(·) be found out? This is just the problem investigated by stochastic approximation.