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Synopsis
This book presents the recent development of stochastic approximation algorithms with expanding truncations based on the TS method, a newly developed method for convergence analysis. The general convergence theorem is presented for sample paths and is proved in a purely deterministic way, and convergence rates, asymptotic normality, and other asymptotic properties are presented as well. Applications of the developed theory to global optimization, blind channel identification, adaptive filtering, system parameter identification, adaptive stabilization, and other problems from engineering are demonstrated. Annotation (c)2003 Book News, Inc., Portland, OR