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.

Язык оригиналаанглийский
Название основной публикации9th IFAC Workshop "Adaptation and Learning in Control and Signal Processing", ALCOSP'2007 - Final Program and Abstracts
Страницы429-434
Число страниц6
Том9
ИзданиеPART 1
СостояниеОпубликовано - 1 дек 2007
Событие9th IFAC Workshop "Adaptation and Learning in Control and Signal Processing" - Saint Petersburg, Российская Федерация
Продолжительность: 29 авг 200731 авг 2007

конференция

конференция9th IFAC Workshop "Adaptation and Learning in Control and Signal Processing"
Сокращенное названиеALCOSP'2007
Страна/TерриторияРоссийская Федерация
ГородSaint Petersburg
Период29/08/0731/08/07

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ID: 32480394