带限制的随机递推算法
A Constrained Iterative Stochastic Algorithm
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摘要: 本文研究了带限制的随机递推算法,并在一定条件下证明了这种算法的几乎处处收敛 性、均方收敛性以及平均收敛性.Abstract: A constrained iterative stochastic algorithm is proposed. The simple conditions are obtained to guarantee the convergence in almost everywhere, in quadrative mean and in mean for this algorithm.
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