Details

Autor(en) / Beteiligte

• Gerencser, L.
• Kozmann, G.
• Vago, Z.

Titel

SPSA for non-smooth optimization with application in ECG analysis

Ist Teil von

• Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171), 1998, Vol.4, p.3907-3908 vol.4

Ort / Verlag

IEEE

Erscheinungsjahr

1998

Quelle

IEEE Electronic Library Online

Beschreibungen/Notizen

• It is shown that nonsmooth optimization problems can be solved by a suitable extension of the simultaneous perturbation stochastic approximation (SPSA) method. The new optimization method has been tested in a min-max classification problem using both simulated and real data. The latter are ECG signals which were collected for the detection of so-called late potentials.