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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1984 Issue 11, Pages 66–69 (Mi at4881)

Adaptive Systems

On the fabian algorithm in theory of self-adjusting systems

Yu. M. Kaniovskii

Kiev

Abstract: The rate of convergence of the Fabian modification of Rabbins-Monro and Reefer-Wolfowitz stochastic approximation algorithm is studied for the case of a nonunique solution. From any initial approximation such algorithms, under conditions natural in this situation, are shown to converge with a positive probability to isolated stable points in the set of solutions.

UDC: 62-506.1


Received: 01.06.1983


 English version:
Automation and Remote Control, 1984, 45:11, 1440–1443

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