DocumentCode
904149
Title
Stochastic approximation procedures for engineering applications
Author
Daniell, T.P.
Volume
57
Issue
4
fYear
1969
fDate
4/1/1969 12:00:00 AM
Firstpage
733
Lastpage
734
Abstract
Modifications to the Robbins-Monro and Kiefer-Wolfowitz stochastic approximation procedures are suggested for the time-varying applications frequently encountered in engineering problems. A weak form of convergence for the procedures is demonstrated.
Keywords
Advisory Committee; Convergence; Finite difference methods; Network address translation; Performance analysis; Stochastic processes; Stochastic resonance; System performance;
fLanguage
English
Journal_Title
Proceedings of the IEEE
Publisher
ieee
ISSN
0018-9219
Type
jour
DOI
10.1109/PROC.1969.7058
Filename
1448988
Link To Document