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P.C. Young, Dept. of Navy
A stochastic approximation, or stochastic gradient procedure, is a method of estimating the minimum of a criterion function despite the random effects of noise. It was originally conceived by the mathematician as a means of estimating the minimum of a regression function. In recent years, however, stochastic approximation has received considerable attention in the engineering field because of its potential application to learning systems, parameter estimation, and automatic control.
Citation:
P.C. Young, "R70-8 Analog Methods for On-Line System Identification Using Noisy Measurements," IEEE Transactions on Computers, vol. 19, no. 5, pp. 465-466, May 1970, doi:10.1109/T-C.1970.222959
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