Accuracy for main class of Simultaneous Perturbation Stochastic Approximation (SPSA) procedures is being researched. The model of observation is considered to be one of the most general among SPSA research. The power of moments of expectation for which the estimates of the procedure do converge is lowerized from 2 to 1 (not including lower bound). The conditions for the convergence are presented, with additional generalisations made about heavy-tailed noise and trial perturbation properties.

Original languageEnglish
Title of host publication9th IFAC Workshop "Adaptation and Learning in Control and Signal Processing", ALCOSP'2007 - Final Program and Abstracts
Pages429-434
Number of pages6
Volume9
EditionPART 1
StatePublished - 1 Dec 2007
Event9th IFAC Workshop "Adaptation and Learning in Control and Signal Processing", ALCOSP'2007 - Saint Petersburg, Russian Federation
Duration: 29 Aug 2007 → 31 Aug 2007

Conference

Conference9th IFAC Workshop "Adaptation and Learning in Control and Signal Processing", ALCOSP'2007
Country/TerritoryRussian Federation
CitySaint Petersburg
Period29/08/07 → 31/08/07

    Scopus subject areas

  • Control and Systems Engineering

    Research areas

  • Intelligent control, Learning control, Nonlinear control, Stochastic systems

ID: 32480394