FREQUENCY CRITERIA OF RECURRENT ALGORITHM ESTIMATION STABILITY FOR CONSTANT LEVEL SIGNAL

A.L.Bulianitsa, D.A.Burylov

Institute for Analytical Instrumentation RAS, St.Petersburg

The transformation of stochastic approximation’s recurrent algorithm (Robbins-Monro algorithm ) to the structure of automatic control’s system is carried out in this work. Is shown, that the decision of a task of convergence of an estimation received as a result of work recurrent algorithm, is equivalent asimptotic’s stability of automatic control’s system. Is revealed, that the given system has not asimptotic’s stability and will be in a condition of steady fluctuations.