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

Sayed, Ali H.Kokotovic, PV2017-12-192017-12-192017-12-19199510.1109/ACC.1995.529316https://infoscience.epfl.ch/handle/20.500.14299/143039The 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.A note on a Lyapunov argument for stochastic gradient methods in the presence of noisetext::conference output::conference proceedings::conference paper