A Stochastic Newton-Raphson Method with Noisy Function Measurements
This letter shows that traditional Newton-Raphson (NR) method cannot achieve zero-convergence in presence of additive noise without adding a multiplicative gain. Furthermore, this gain needs to converge to zero. This article proposes a novel recursive algorithm providing optimal iterative-varying ga...
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2016
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| Online Access: | http://hdl.handle.net/10725/11180 http://dx.doi.org/10.1109/LSP.2015.2511456 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php https://ieeexplore.ieee.org/abstract/document/7364187 |
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