Title :
SPSA for non-smooth optimization with application in ECG analysis
Author :
Gerencsér, László ; Kozmann, György ; Vágó, Zsuzsanna
Author_Institution :
Comput. & Autom. Inst., Hungarian Acad. of Sci., Budapest, Hungary
Abstract :
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
Keywords :
approximation theory; electrocardiography; medical signal processing; minimax techniques; perturbation techniques; stochastic programming; ECG analysis; late potentials; min-max classification; nonsmooth optimization; simultaneous perturbation stochastic approximation; Application software; Electrocardiography;
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location :
Tampa, FL
Print_ISBN :
0-7803-4394-8
DOI :
10.1109/CDC.1998.761839
