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

DOI10.1016/0041-5553(84)90058-2zbMATH Open0567.90077OpenAlexW2033674049MaRDI QIDQ3683907FDOQ3683907

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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