Convergence and convergence rate of iterative stochastic algorithms. II: The linear case
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Publication:754155
zbMath0415.93062MaRDI QIDQ754155
Publication date: 1977
Published in: Automation and Remote Control (Search for Journal in Brave)
gradient methodquadratic functionLyapunov's second methoditerative stochastic algorithmssecond-order moments
Discrete-time control/observation systems (93C55) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Methods of reduced gradient type (90C52)
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