scholarly journals Asymptotic Efficiency of a Nonlinear Filter Based upon the Stochastic Approximation Procedure and Its Improvement

1975 ◽  
Vol 11 (3) ◽  
pp. 333-340
Author(s):  
Katsuji UOSAKI
Keyword(s):  
Stochastic Approximation ◽  
Asymptotic Efficiency ◽  
Nonlinear Filter ◽  
Approximation Procedure ◽  
Stochastic Approximation Procedure

scholarly journals On the almost sure convergence of a general stochastic approximation procedure

1986 ◽  
Vol 34 (3) ◽  
pp. 335-342 ◽  
Author(s):  
S. N. Evans ◽  
N. C. Weber
Keyword(s):  
Regression Model ◽  
Stochastic Approximation ◽  
Iterative Procedure ◽  
Almost Sure Convergence ◽  
Approximation Procedure ◽  
Stochastic Approximation Procedure ◽  
General Stochastic

A set of conditions for the almost sure convergence of a stochastic iterative procedure is given. The conditions are framed in terms of the behaviour of the random adjustment made the n-th step rather than in terms of some underlying regression model.

Sign in / Sign up

Export Citation Format

Share Document