IEEE - Institute of Electrical and Electronics Engineers, Inc. - Convergence of the Robbins-Monro algorithm under arbitrary disturbances

Proceedings of 32nd IEEE Conference on Decision and Control

Author(s): Kulkarni, S.R. ; Horn, C.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 1993
Conference Location: San Antonio, TX, USA
Conference Date: 15 December 1993
ISBN (Paper): 0-7803-1298-8
DOI: 10.1109/CDC.1993.325089
Regular:

The Robbins-Monro algorithm under arbitrary deterministic disturbances is studied and necessary and sufficient conditions on the noise sequence are obtained for convergence of the algorithm. We... View More

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