Adaptive Systems

On a stochastic approximation method

T. P. Krasulina

Leningrad

Abstract: A modified Robbins — Monro procedure for estimating the root of a regression function is discussed. An almost sure convergence is proved and it is shown that procedure's coordinate with probability one overestimates the root of the regression function only finitely many times.

UDC: 62-505


Received: 14.01.1980

 English version: Automation and Remote Control, 1981, 41:12, 1682–1684

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