DocumentCode
1157732
Title
Comments on "A Stochastic Approximation Method"
Author
Ljung, Lennart
Issue
5
fYear
1972
Firstpage
680
Lastpage
681
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;
fLanguage
English
Journal_Title
Systems, Man and Cybernetics, IEEE Transactions on
Publisher
ieee
ISSN
0018-9472
Type
jour
DOI
10.1109/TSMC.1972.4309201
Filename
4309201
Link To Document