Multidimensional Gains for Stochastic Approximation

This paper deals with iterative Jacobian-based recursion technique for the root-finding problem of the vector-valued function, whose evaluations are contaminated by noise. Instead of a scalar step size, we use an iterate-dependent matrix gain to effectively weigh the different elements associated wi...

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Bibliographic Details
Main Author: Saab, Samer S. (author)
Other Authors: Shen, Dong (author)
Format: article
Published: 2019
Online Access:http://hdl.handle.net/10725/11135
http://dx.doi.org/10.1109/TNNLS.2019.2920930
http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php
https://ieeexplore.ieee.org/abstract/document/8751995
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