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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1989 Issue 4, Pages 124–127 (Mi at6258)

Adaptive Systems

On asymptotic distribution of successive approximations of the Fabian-modified Robbins — Monro algorithm in the multiroot case

Yu. M. Kaniovskii

Kiev

Abstract: A process is described whereby the Fabian modification of the Robbins — Monro algorithm successively approaches an isolated stable root of the regression function. A conditional limit distribution is determined of normalized deflections of the successive approximations from this root provided that the process converges to it.

UDC: 62-506.1


Received: 29.06.1987


 English version:
Automation and Remote Control, 1989, 50:4, 529–531

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