Comments on "A Stochastic Approximation Method"
(1972) In IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics SMC-2(5). p.680-681- Abstract
- The results stated in the above paper1 concerning an approved stochastic approximation method are considered. Formulas for the variances of the estimates are derived, and it is found that, in fact, the new algorithm is inferior to previously suggested ones.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/03c4cabb-e8b0-4cc0-b40c-ca5a53dc4e4c
- author
- Ljung, Lennart
- organization
- publishing date
- 1972
- type
- Contribution to journal
- publication status
- published
- subject
- in
- IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics
- volume
- SMC-2
- issue
- 5
- pages
- 680 - 681
- publisher
- IEEE - Institute of Electrical and Electronics Engineers Inc.
- external identifiers
-
- scopus:0015433063
- ISSN
- 1083-4419
- DOI
- 10.1109/TSMC.1972.4309201
- language
- English
- LU publication?
- no
- id
- 03c4cabb-e8b0-4cc0-b40c-ca5a53dc4e4c
- date added to LUP
- 2018-12-27 12:10:42
- date last changed
- 2021-12-27 05:11:44
@article{03c4cabb-e8b0-4cc0-b40c-ca5a53dc4e4c,
abstract = {{The results stated in the above paper1 concerning an approved stochastic approximation method are considered. Formulas for the variances of the estimates are derived, and it is found that, in fact, the new algorithm is inferior to previously suggested ones.}},
author = {{Ljung, Lennart}},
issn = {{1083-4419}},
language = {{eng}},
number = {{5}},
pages = {{680--681}},
publisher = {{IEEE - Institute of Electrical and Electronics Engineers Inc.}},
series = {{IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics}},
title = {{Comments on "A Stochastic Approximation Method"}},
url = {{http://dx.doi.org/10.1109/TSMC.1972.4309201}},
doi = {{10.1109/TSMC.1972.4309201}},
volume = {{SMC-2}},
year = {{1972}},
}