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 ,
Bayes'o metodas:

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

jonas mockus 2004-03-01