“Ljung”型随机算法的收敛性
The Convergence of Recursive Stochastic Algorithms
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摘要: 本文研究了“Ljung”算法的收敛条件,给出了两类条件下的收敛定理,并将收敛定理推广到观察值更复杂的情形Abstract: In this paper,the convergence of recursive stochastic algorithms is studied,convergence theorems with two assumptions are obtained and another theorem for more complicate schemes is given.