Title :
Comments on "A Stochastic Approximation Method"
Abstract :
The results stated in the above paper1 concerning an approved stochastic approximation method are considered. Formulas for the variances of the estimates are derived, and it is found that, in fact, the new algorithm is inferior to previously suggested ones.
Keywords :
Approximation methods; Automatic control; Convergence; Random variables; State estimation; Stochastic processes; Technological innovation;
Journal_Title :
Systems, Man and Cybernetics, IEEE Transactions on
DOI :
10.1109/TSMC.1972.4309201
