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  4. A note on a Lyapunov argument for stochastic gradient methods in the presence of noise
 
conference paper

A note on a Lyapunov argument for stochastic gradient methods in the presence of noise

Sayed, Ali H.  
•
Kokotovic, PV
1995
Proceedings of the 1995 American Control Conference
1995 American Control Conference

The authors employ energy-based arguments to establish a robustness and a convergence result for a gradient-descent adaptive law in the presence of both noisy measurements and uncertainty in the initial guess.

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