Title :
New algorithm for stochastic approximation (Corresp.)
fDate :
7/1/1971 12:00:00 AM
Abstract :
A general stochastic approximation algorithm is given along with assumptions and conditions necessary to show that it converges. Convergence is proven in the mean-square sense. The rate of convergence is shown to be better than two algorithms proposed previously.
Keywords :
Stochastic approximation; Approximation algorithms; Autocorrelation; Convergence; Gaussian noise; Noise reduction; Nonlinear equations; Stochastic processes; White noise; Writing; Yttrium;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1971.1054649
