“线性”型随机算法的收敛性
The Convergence of Linear Stochastic Algorithm
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摘要: 着重研究“线性”型随机算法Ｗｋ＋１＝Ｗｋ＋μｋ（Ｐｋ－ＦｋＷｋ），得到了更能反映观察数据概率统计特性的收敛定理，且确定了该随机算法的收敛点。Abstract: The linear stochastic algorithmW k+1 =W k+μ k(P k-F kW k)is studied.A convergence theorem that can be verfiered easy and can express statistical character of observed datas better has been obstained. The algorithm′s convergence point is determined too.
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