Adaptation in nonstationary applications
- 1 December 1970
- proceedings article
- Published by Institute of Electrical and Electronics Engineers (IEEE)
Abstract
In the past decade, stochastic approximation procedures have influenced the design of systems in a variety of system theory applications. These applications are characterized by an uncertainty in the a priori knowledge of the environment in which the system must operate. Howeer, it has been assumed that the environment either is statistically stationary or evolves in a known fashion. In this study a modification of the Robbins-Monro procedure is considered for two classes of unknown nonstationaries. Asymptotic properties of the procedure are considered for both classes of nonstationarities.Keywords
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