Convergence rate of moments in stochastic approximation with simultaneous perturbation gradient approximation and resetting

IEEE Transactions on Automatic Control

Volumn 44, Issue 5, 1999, Pages 894-905

  Gerencsér, László ^a  

^a INSTITUTE OF EXPERIMENTAL MEDICINE   (Hungary)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; CONTROL SYSTEM ANALYSIS; CONTROL SYSTEM SYNTHESIS; CONVERGENCE OF NUMERICAL METHODS; EIGENVALUES AND EIGENFUNCTIONS; ERROR ANALYSIS; LINEAR CONTROL SYSTEMS; MATRIX ALGEBRA; METHOD OF MOMENTS; PARAMETER ESTIMATION; PERTURBATION TECHNIQUES; RECURSIVE FUNCTIONS;

LIMIT THEOREM FOR MOMENTS; LINEAR STOCHASTIC SYSTEMS; SPALL SIMULTANEOUS PERTURBATION STOCHASTIC APPROXIMATION (SPSA);

STOCHASTIC CONTROL SYSTEMS;

EID: 0032657551     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.763206     Document Type: Article

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