Stochastic Modelling and Applied Probability

Adaptive Algorithms and Stochastic Approximations

Authors: Benveniste, Albert, Metivier, Michel, Priouret, Pierre

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About this book

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.

Table of contents (2 chapter)

  • General Adaptive Algorithm Form

    Albert Benveniste, Michel M├ętivier, Pierre Priouret

    Pages 9-39

    Buy Chapter $29.95
  • Convergence: the ODE Method

    Albert Benveniste, Michel M├ętivier, Pierre Priouret

    Pages 40-102

    Buy Chapter $29.95
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Buy this book

eBook $99.00 net
( price for USA )
  • ISBN 978-3-642-75894-2
  • digitally watermarked, no DRM
  • included format: PDF
  • eBooks can be used on all Reading Devices
Softcover $129.00 net
( price for USA )
  • ISBN 978-3-642-75896-6
  • free shipping for individuals worldwide
  • usually dispatched within 3 to 5 business days

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Bibliographic Information

Bibliographic Information
Book Title
Adaptive Algorithms and Stochastic Approximations
Series Title
Stochastic Modelling and Applied Probability
Series Volume
22
Copyright
1990
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-75894-2
DOI
10.1007/978-3-642-75894-2
Softcover ISBN
978-3-642-75896-6
Series ISSN
0172-4568
Edition Number
1
Topics