Browsing NTNU Open by Author "Tursunova, Munira"
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Accelerated Simultaneous Perturbation Stochastic Approximation for Tracking Under Unknown-but-Bounded Disturbances
Erofeeva, Victoria; Granichin, Oleg; Tursunova, Munira; Sergeenko, Anna; Jiang, Yuming (Peer reviewed; Journal article, 2022)In this paper, we propose an accelerated version of Simultaneous Perturbation Stochastic Approximation (Accelerated SPSA). This algorithm belongs to the class of methods used in derivative-free optimization and has proven ...