Convergence of the Kiefer-Wolfowitz algorithm under arbitrary disturbances

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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 languageEnglish (US)
Pages (from-to)2673-2674
Number of pages2
JournalProceedings of the American Control Conference
Volume3
StatePublished - 1994
EventProceedings of the 1994 American Control Conference. Part 1 (of 3) - Baltimore, MD, USA
Duration: Jun 29 1994Jul 1 1994

All Science Journal Classification (ASJC) codes

  • Electrical and Electronic Engineering

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