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Peter StarkIt's hard to believe that 200 years ago, the Pacific Northwest was one of the most remote and isolated regions in the world. In 1810, four years... Continue »
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Stochastic Modelling and Applied Probability #22: Adaptive Algorithms and Stochastic Approximations

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Stochastic Modelling and Applied Probability #22: Adaptive Algorithms and Stochastic Approximations Cover

 

Synopses & Reviews

Publisher Comments:

Adaptive systems are widely encountered in many applications ranging through adaptive filtering and more generally adaptive signal processing, systems identification and adaptive control, to pattern recognition and machine intelligence: adaptation is now recognised as keystone of "intelligence" within computerised systems. These diverse areas echo the classes of models which conveniently describe each corresponding system. Thus although there can hardly be a "general theory of adaptive systems" encompassing both the modelling task and the design of the adaptation procedure, nevertheless, these diverse issues have a major common component: namely the use of adaptive algorithms, also known as stochastic approximations in the mathematical statistics literature, that is to say the adaptation procedure (once all modelling problems have been resolved). The juxtaposition of these two expressions in the title reflects the ambition of the authors to produce a reference work, both for engineers who use these adaptive algorithms and for probabilists or statisticians who would like to study stochastic approximations in terms of problems arising from real applications. Hence the book is organised in two parts, the first one user-oriented, and the second providing the mathematical foundations to support the practice described in the first part. The book covers the topcis of convergence, convergence rate, permanent adaptation and tracking, change detection, and is illustrated by various realistic applications originating from these areas of applications.

Product Details

ISBN:
9783642758966
Author:
Benveniste, Albert
Publisher:
Springer
Author:
Wilson, S.S.
Author:
Priouret, Pierre
Author:
Metivier, Michel
Location:
Berlin, Heidelberg
Subject:
Computers-Reference - General
Subject:
Statistics
Subject:
System identification
Subject:
Adaptive Systems
Subject:
Pattern recognition.
Subject:
Signal processing
Subject:
Stochastic approximation.
Subject:
Probability Theory and Stochastic Processes
Subject:
Math. Applications in Chemistry
Subject:
Computational intelligence
Subject:
Mathematics
Subject:
The Arts
Subject:
mathematics and statistics
Subject:
Distribution (Probability theory)
Subject:
Chemistry_xMathematics
Subject:
Engineering
Copyright:
Edition Description:
Softcover reprint of the original 1st ed. 1990
Series:
Stochastic Modelling and Applied Probability
Series Volume:
22
Publication Date:
20120231
Binding:
TRADE PAPER
Language:
English
Pages:
376
Dimensions:
235 x 155 mm 574 gr

Related Subjects

Computers and Internet » Artificial Intelligence » General
Computers and Internet » Computers Reference » General
Health and Self-Help » Health and Medicine » Medical Specialties
Science and Mathematics » Chemistry » General
Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Statistics

Stochastic Modelling and Applied Probability #22: Adaptive Algorithms and Stochastic Approximations New Trade Paper
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Product details 376 pages Springer - English 9783642758966 Reviews:
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