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A New Algorithm for Stochastic Approximation

<p> A review of Stochastic Approximation and the major contributions to the area is made. A proof of convergence for the algorithm is developed. An optimization is attempted on the rate of convergence problem and the uniqueness problem is faced. An alternative proof of convergence is given as an independent check on the first one. Simulation results are present in light of the theory developed, and conclusions, limitations and recommendations are presented. </p> / Thesis / Master of Engineering (MEngr)

Identiferoai:union.ndltd.org:mcmaster.ca/oai:macsphere.mcmaster.ca:11375/17894
Date04 1900
CreatorsGriscik, Michael Paul
ContributorsSinha, N.K., Electrical Engineering
Source SetsMcMaster University
Languageen_US
Detected LanguageEnglish
TypeThesis

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