Abstract
The Kiefer-Wolfowitz algorithm under arbitrary deterministic disturbances is studied and necessary and sufficient conditions on the noise sequence are obtained for convergence of the algorithm. We use a notion of persistently disturbing noise sequences, introduced in [2], and show that this characterizes convergence of the algorithm under each fixed noise sequence. The results obtained are stronger than previous results and the proof techniques are simpler, involving only basic notions of convergence.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 2673-2674 |
| Number of pages | 2 |
| Journal | Proceedings of the American Control Conference |
| Volume | 3 |
| State | Published - 1994 |
| Event | Proceedings of the 1994 American Control Conference. Part 1 (of 3) - Baltimore, MD, USA Duration: Jun 29 1994 → Jul 1 1994 |
All Science Journal Classification (ASJC) codes
- Electrical and Electronic Engineering