Computational aspects of a method of stochastic approximation (Q853506)
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| Language | Label | Description | Also known as |
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| English | Computational aspects of a method of stochastic approximation |
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Computational aspects of a method of stochastic approximation (English)
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16 November 2006
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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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fast Fourier transform
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random numbers
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families of linear polynomial operators
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approximation algorithms
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