A Stochastic Approximation Method

DOI10.1109/TSMC.1971.4308316zbMath0228.62051OpenAlexW1993305004MaRDI QIDQ5636192

Naresh K. Sinha, Michael P. Griscik

Publication date: 1971

Published in: IEEE Transactions on Systems, Man, and Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsmc.1971.4308316

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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An adaptive algorithm for optimal non-linear estimation in stochastic systems

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