Parameter estimation in a highly non-linear model using simultaneous perturbation stochastic approximation

DOI10.1080/03610920008832542MaRDI QIDQ4550622zbMATH OpenOpenAlexFDO

Authors James E. Whitney II, Kerron Duncan, Mary Golden Richardson, Isaac Bankman

Publication date 25 September 2002

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920008832542

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Recommendations

• A short note on SPSA techniques and their use in nonlinear bioprocess identification
• Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation
• Simultaneous perturbation stochastic approximation of nonsmooth functions
• Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
• Adaptive stochastic approximation by the simultaneous perturbation method

Cites work

• Multidimensional Stochastic Approximation Methods
• Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
• Stochastic Estimation of the Maximum of a Regression Function

Cited in

(1)

• A one-measurement form of simultaneous perturbation stochastic approximation

This page was built for publication: Parameter estimation in a highly non-linear model using simultaneous perturbation stochastic approximation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4550622)