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Random iterative models

Author: Marie Duflo
Publisher: Berlin ; New York : Springer, ©1997.
Series: Applications of mathematics, 34.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
The recent development of computation and automation has led to quick advances in the theory and practice of recursive methods for stabilization, identification and control of complex stochastic models (guiding a rocket or a plane, organizing multi-access broadcast channels, self-learning of neural networks ...). This book provides a wide-angle view of those methods: stochastic approximation, linear and non-linear  Read more...
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Marie Duflo
ISBN: 3540571000 9783540571001 0387571000 9780387571003 3642081754 9783642081750
OCLC Number: 35849001
Description: xv, 385 pages : illustrations ; 24 cm.
Contents: pt. I. Sources of Recursive Methods. 1. Traditional Problems. 2. Rate of Convergence. 3. Current Problems --
pt. II. Linear Models. 4. Causality and Excitation. 5. Linear Identification and Tracking --
pt. III. Nonlinear Models. 6. Stability. 7. Nonlinear Identification and Control --
pt. IV. Markov Models. 8. Recurrence. 9. Learning.
Series Title: Applications of mathematics, 34.
Other Titles: Méthodes récursives aléatoires.
Responsibility: Marie Duflo ; translated by Stephen S. Wilson.
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Abstract:

An up-to-date, self-contained review of a wide range of recursive methods for stabilization, identification and control of complex stochastic models (guiding a rocket or a plane, organizing  Read more...

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