Adaptive Systems

Some remarks on stochastic approximation processes

T. P. Krasulina

Leningrad

Abstract: The Robbins–Monro process is discussed. It is assumed that the observations are not statistically independent and satisfy the strong miximing condition. The convergence of the Robbins–Monro process is investigated.

UDC: 62-50


Received: 16.05.1974

 English version: Automation and Remote Control, 1975, 36:7, 1114–1117

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