Class-wise optimal algorithms for optimization in correlated-noise conditions

DOI10.1016/0041-5553(84)90058-2MaRDI QIDQ3683907zbMATH OpenOpenAlexFDO

Authors Yakov Z. Tsypkin, Alexander S. Poznyak

Publication date 1984

Published in USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0041-5553(84)90058-2

zbMATH Keywords

convergence analysiscorrelated noiseclass-wise optimal algorithmsnoise-distorted gradient valuespseudo-gradient optimization algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Methods of reduced gradient type (90C52)

Cited in

(1)

• Robust identification under correlated and non-Gaussian noises: WMLLM procedure

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