Convergence Analysis for Feedback-and Weighting-Based Jacobian Estimates in the Adaptive Simultaneous Perturbation Algorithm

James C. Spall. Convergence Analysis for Feedback-and Weighting-Based Jacobian Estimates in the Adaptive Simultaneous Perturbation Algorithm. In 45th IEEE Conference on Decision and Control, CDC 2006, San Diego, CA, USA, 13-15 December, 2006. pages 5669-5674, IEEE, 2006. [doi]

Abstract

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