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Error propagation in conjugate direction methods is analyzed. Step size errors at any given iteration are propagated without change. Errors in search direction behave differently. Consider a series of n iterations and assume an error occurs in one search direction, dk. Then, the nth search direction dn, will have k components which deviate from the correct direction dn*.
Decision and Control including the 14th Symposium on Adaptive Processes, 1975 IEEE Conference on (Volume:14 )
Date of Conference: Dec. 1975