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A simple and straightforward derivation of the optimal form for the Kiefer-Wolfowitz stochastic approximation coefficients is presented. The results follow immediately from the mean-square sense convergence proof for the Kiefer-Wolfowitz algorithm by minimizing the upper bound of the error variance.
Systems, Man and Cybernetics, IEEE Transactions on (Volume:SMC-4 , Issue: 2 )
Date of Publication: March 1974