Simultaneous estimation of first and second derivatives of a cost function
- 1 September 1966
- journal article
- Published by Institution of Engineering and Technology (IET) in Electronics Letters
- Vol. 2 (9) , 338-339
- https://doi.org/10.1049/el:19660285
Abstract
A correlation method for estimating the second derivative, as well as the first derivative, of a cost function which is quadratic in an input parameter is described. The method, using a 3-level msequence perturbation signal, enables the cost-function minimum to be reached in a single step in a noisefree system. The effects of noise, and the extension of the method to multiparameter cost functions, are discussed.Keywords
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