Randomized Algorithms for Stochastic Approximation under Arbitrary Disturbances

Authors:
O. N. Granichin
Affiliations:
St. Petersburg State University, St. Petersburg, Russia
Venue:
Automation and Remote Control
Year:
2002

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Abstract

New algorithms for stochastic approximation under input disturbance are designed. For the multidimensional case, they are simple in form, generate consistent estimates for unknown parameters under “almost arbitrary” disturbances, and are easily “incorporated” in the design of quantum devices for estimating the gradient vector of a function of several variables.