Wiener'io modelio optimizavimas



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Figure 1: Wiener'io modelis

Salyginis vidurkis ${m_n(x)}$,
Salygine dispersija ${d_n(x)}$,
Rizikos funkcija ${R(x)}$,
Bayes'o metodas:

\begin{eqnarray}x^{n+1}=arg \min_x R(x).
\end{eqnarray}




jonas mockus 2004-03-01