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Problemy Peredachi Informatsii, 1992, Volume 28, Issue 2, Pages 16–20
(Mi ppi1342)
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This article is cited in 3 scientific papers (total in 3 papers)
Methods of Signal Processing
Estimation of the Minimum Point of an Unknown Function Observed in the Presence of Dependent Noise
O. N. Granichin
Abstract:
Stochastic approximation algorithms with input disturbances are proposed. From noisy observations of an unknown function dependent on a parameter, these algorithms produce consistent estimators of the minimum point of the function for the mean parameter value. The convergence of the algorithm is proved assuming that the test disturbance injected in the estimation procedure is independent of the observation noise. As an example, we consider estimation of the mean parameter values of the moving-average process observed in the presence of dependent noise.
Received: 26.04.1991 Revised: 02.12.1991
Citation:
O. N. Granichin, “Estimation of the Minimum Point of an Unknown Function Observed in the Presence of Dependent Noise”, Probl. Peredachi Inf., 28:2 (1992), 16–20; Problems Inform. Transmission, 28:2 (1992), 112–116
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https://www.mathnet.ru/eng/ppi1342 https://www.mathnet.ru/eng/ppi/v28/i2/p16
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Abstract page: | 256 | Full-text PDF : | 95 |
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