Computational aspects of a method of stochastic approximation

DOI10.4171/ZAA/1294MaRDI QIDQ853506zbMATH OpenFDO

Authors Igor Rystsov, Konstantin Runovski, Hans-Jürgen Schmeißer

Publication date 16 November 2006

Published in Zeitschrift für Analysis und ihre Anwendungen (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4171/ZAA/1294

zbMATH Keywords

approximation algorithmsfamilies of linear polynomial operatorsfast Fourier transformrandom numbers

Mathematics Subject Classification ID

Interpolation in approximation theory (41A05) Trigonometric approximation (42A10)

Review text

The authors discuss a method and an algorithm of stochastic approximation, which are based on approximations by families of linear polynomial operators of interpolation type. It is given the description of the corresponding computational procedure and it is called algorithm of stochastic approximation. This algorithm reduces the problem of trigonometric approximation to the problem of interpolation and it can be applied to problems of signal processing.

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Cites work

• An Algorithm for the Machine Calculation of Complex Fourier Series
• scientific article; zbMATH DE number 699629 (Why is no real title available?)
• scientific article; zbMATH DE number 841015 (Why is no real title available?)
• scientific article; zbMATH DE number 926840 (Why is no real title available?)
• On the method of approximation by families of linear polynomial operators

Cited in

(3)

• Solving deterministic problems via stochastic approximation. - A simple yet powerful numerical method
• Numerical validation of compensated algorithms with stochastic arithmetic
• Approximation by families of linear trigonometric polynomial operators and smoothness properties of functions

Describes a project that uses

Uses Software

• Maple

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