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Adaptive Algorithms and Stochastic Approximations

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Cover of 'Adaptive Algorithms and Stochastic Approximations'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 General Adaptive Algorithm Form
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    Chapter 3 Convergence: the ODE Method
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    Chapter 4 Rate of Convergence
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    Chapter 5 Tracking Non-Stationary Parameters
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    Chapter 6 Sequential Detection; Model Validation
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    Chapter 7 Appendices to Part I
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    Chapter 8 O.D.E. and Convergence A.S. for an Algorithm with Locally Bounded Moments
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    Chapter 9 Application to the Examples of Part I
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    Chapter 10 Analysis of the Algorithm in the General Case
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    Chapter 11 Gaussian Approximations to the Algorithms
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    Chapter 12 Appendix to Part II
Attention for Chapter 5: Tracking Non-Stationary Parameters
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