Mean-square trend

被引：0
|
作者：
Bakirov, NK [1 ]
Mustafaev, AAV
机构：
[1] Russian Acad Sci, Ufa Sci Ctr, Math Inst, Ufa 450001, Russia
[2] State Petr Acad, Baku, Azerbaijan
来源：
AUTOMATION AND REMOTE CONTROL | 2003年 / 64卷 / 07期
关键词：
Mechanical Engineer; System Theory; Programming Problem; Quadratic Programming; Linear Constraint;
D O I：
10.1023/A:1024742403793
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Certain properties of estimates of a monotonic convex or concave function are studied by the least-squares method-the mean-square trend. The mean-square trend under random perturbations is shown to be asymptotically optimal and converges under nonrandom perturbations. The corresponding computations are reduced a quadratic programming problem under linear constraints.
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页码：1145 / 1153
页数：9
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