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Feedback and weighting mechanisms for improving Jacobian (Hessian) estimates in the adaptive simultaneous perturbation algorithm

James C. Spall. Feedback and weighting mechanisms for improving Jacobian (Hessian) estimates in the adaptive simultaneous perturbation algorithm. In American Control Conference, ACC 2006, Minneapolis, MN, USA, 14-16 June, 2006. pages 1-6, IEEE, 2006. [doi]

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