Stochastic approximation with dependent disturbances—I-Reference-Cited by-同舟云学术

Stochastic approximation with dependent disturbances—I

Published:1987 Issue:12 Volume:13 Page:951-972
ISSN:0898-1221
Container-title:Computers & Mathematics with Applications
language:en
Short-container-title:Computers & Mathematics with Applications

Author:

Szab⌈owski P.J.

Publisher

Elsevier BV

Subject

Computational Mathematics,Computational Theory and Mathematics,Modelling and Simulation

Reference9 articles.

1. Final report on identification and control of dynamic processes;Lee;Report to 3M Co.,1973

2. Recursive generalized least-squares procedure for on-line identification of process parameters;Hasting-James,1970

3. Generalized laws of large numbers and auxiliary results concerning stochastic approximation with dependent disturbances—II;Szab⌈owski;Comput. Math. Applic.,1987

4. Application of the generalized strong laws of large numbers to the proper choice of the amplification coefficients in stochastic approximation with correlated disturbances;Szab⌈owski,1977

5. Wykorzystanie pojecia funkcji estymujacej do identyfikacji nieznanych parametrów w uk⌈adach sterowania;Szab⌈owski;Ph.D. Thesis, Tech. Univ. of Warsaw, Warsaw,1976

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1. Moment conditions for almost sure convergence of weakly correlated random variables;Proceedings of the American Mathematical Society;1993

2. A few remarks on Riesz summability of orthogonal series;Proceedings of the American Mathematical Society;1991

3. Optimal, recursive procedures of identification;Computers & Mathematics with Applications;1988

4. Generalized laws of large numbers and auxiliary results concerning stochastic approximation with dependent disturbances—II;Computers & Mathematics with Applications;1987