DocumentCode
1150116
Title
A Stochastic Approximation Method
Author
Sinha, Naresh K. ; Griscik, Michael P.
Issue
4
fYear
1971
Firstpage
338
Lastpage
344
Abstract
A new algorithm for stochastic approximation has been proposed, along with the assumptions and conditions necessary for convergence. It has been proved by two different methods that the algorithm converges to the sought value in the mean-square sense and with probability one. The rate of convergence of the new algorithm is shown to be better than two existing algorithms under certain conditions. Results of simulation have been given, making a realistic comparison between the three algorithms.
Keywords
Adaptive control; Approximation algorithms; Approximation methods; Convergence; Councils; Iterative algorithms; Programmable control; Statistics; Stochastic processes; Stochastic systems;
fLanguage
English
Journal_Title
Systems, Man and Cybernetics, IEEE Transactions on
Publisher
ieee
ISSN
0018-9472
Type
jour
DOI
10.1109/TSMC.1971.4308316
Filename
4308316
Link To Document