V. Ya. Katkovnik, “Parametric averaging operators in interative algorithms for solution of stochastic extremal problems. I. Averaging operators and statistical estimates”, Avtomat. i Telemekh., 1974, Issue 3,Pages <nobr>67

Adaptive Systems

Parametric averaging operators in interative algorithms for solution of stochastic extremal problems. I. Averaging operators and statistical estimates

V. Ya. Katkovnik

Leningrad

Abstract: The paper addresses to the problem of estimating the values of functions of many variables and their derivatives given algorithmically with random errors through linear transforms of the general form. Algorithm accuracies are estimated. Convergence conditions for stochastic iterative estimating algorithms are described.

UDC: 62-50:519.2

Received: 04.05.1973