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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1978 Issue 2, Pages 83–92 (Mi at9660)

Adaptive Systems

On convergence of the stochastic approximation method moments

M. B. Nevel'son

Moscow

Abstract: General conditions are obtained which insure convergee of moments of differentorders for stochastic approximation which is a simple modification of the Robbins — Monro procedure to corresponding moments of the normal law. A similar result is obtained for a modification of the Venter adaptive procedure for which the limit normal law features minimal variance.

UDC: 62-50


Received: 12.10.1976


 English version:
Automation and Remote Control, 1978, 39:2, 224–232

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