Open AccessBook
Pattern Recognition and Machine Learning
Yuichiro Anzai
- 14 Jul 1992
150
TL;DR: An accelerated stochastic approximation algorithm is developed for the identification of weighting function associated with boundary control in one-dimensional linear distributed-parameter systems.
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Abstract: An accelerated stochastic approximation algorithm is developed for the identification of weighting function associated with boundary control in one-dimensional linear distributed-parameter systems. The weighting function is assumed to be variable separable, and each variable is approximated by a finite number of orthonormal polynomials. In the absence of noise, this algorithm will converge in a finite number of steps. For adaptive control, on-line weighting function estimators are developed which use the optimal control function as input. These estimators are functional gradient algorithms based on least square approach. They can be used for estimating weighting function associated with either boundary or distributed control.
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Stochastic Estimation of the Maximum of a Regression Function
J. Kiefer,Jacob Wolfowitz +1 more
TL;DR: In this article, the authors give a scheme whereby, starting from an arbitrary point, one obtains successively $x_2, x_3, \cdots$ such that the regression function converges to the unknown point in probability as n \rightarrow \infty.