Signal recovery by stochastic optimization

DOI10.1134/S0005117919100084zbMath1441.93341arXiv1903.07349OpenAlexW2980581521MaRDI QIDQ2173047

Anatoli B. Juditsky, Arkadi Nemirovski

Publication date: 22 April 2020

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.07349

zbMATH Keywords

variational inequalitiesstochastic approximationgeneralized linear modelsstatistical estimation problem

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items

Optimal recovery of a square integrable function from its observations with Gaussian errors

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