Stochastic approximation procedures for engineering applications

1 April 1969

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in Proceedings of the IEEE

Vol. 57 (4) , 733-734
https://doi.org/10.1109/PROC.1969.7058

Abstract

Modifications to the Robbins-Monro and Kiefer-Wolfowitz stochastic approximation procedures are suggested for the time-varying applications frequently encountered in engineering problems. A weak form of convergence for the procedures is demonstrated.

Keywords

STOCHASTIC PROCESSES
CONVERGENCE
STOCHASTIC RESONANCE
NETWORK ADDRESS TRANSLATION
ADVISORY COMMITTEE
PERFORMANCE ANALYSIS
SYSTEM PERFORMANCE
FINITE DIFFERENCE METHODS

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