Title :
Time difference simultaneous perturbation method
Author_Institution :
Dept. of Electr. Eng., Kansai Univ., Osaka
fDate :
5/23/1996 12:00:00 AM
Abstract :
The authors propose a heuristic recursive algorithm to find the minimum point of a function without using the gradient of the function. This algorithm is based on the time difference and simultaneous perturbation method. However, it does not need an additional measurement of the function to update the estimated point
Keywords :
approximation theory; neural nets; perturbation theory; recursion method; stochastic systems; heuristic recursive algorithm; minimum point; neural nets; stochastic approximation; time difference simultaneous perturbation method;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19960637
