Feedback and weighting mechanisms for improving jacobian estimates in the adaptive simultaneous perturbation algorithm

IEEE Transactions on Automatic Control

Volumn 54, Issue 6, 2009, Pages 1216-1229

  Spall, James C ^a  

^a JOHNS HOPKINS UNIVERSITY   (United States)

Author keywords

Adaptive estimation; Jacobian matrix; Root finding; Simultaneous perturbation stochastic approximation (SPSA); Stochastic optimization

Indexed keywords

ADAPTIVE ESTIMATION; ASYMPTOTICALLY OPTIMAL; CURRENT ESTIMATES; FEEDBACK PROCESS; GRADIENT MEASUREMENT; HESSIAN MATRICES; JACOBIANS; LOSS FUNCTIONS; NEWTON-RAPHSON ALGORITHM; OPTIMAL FORMS; OPTIMAL WEIGHTING; PRIMARY PARAMETERS; ROOT-FINDING; SA ALGORITHM; SIMPLE METHOD; SIMULTANEOUS PERTURBATION; SIMULTANEOUS PERTURBATION STOCHASTIC APPROXIMATION (SPSA); STOCHASTIC APPROXIMATIONS; STOCHASTIC OPTIMIZATION; STOCHASTIC SEARCH;

ADAPTIVE ALGORITHMS; APPROXIMATION ALGORITHMS; APPROXIMATION THEORY; NEWTON-RAPHSON METHOD; PARAMETER ESTIMATION; RANDOM PROCESSES; SIMULATED ANNEALING; STOCHASTIC CONTROL SYSTEMS;

JACOBIAN MATRICES;

EID: 67649613312     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2009.2019793     Document Type: Article

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