Approximation of Hessian Matrix for Second-order SPSA Algorithm ...

List of Tables
Table 2.1 Characteristics of the perturbation distributions 55
Table 2.2 Normalized loss values for 1st-SPSA and M2-SPSA with σ = 0.001;
90% confidence interval shown in [⋅]
72
Table 2.3. Values of
Table 2.4 Values of
*
θˆ
k
− θ
with no measurement noise 74
ˆ *
θ − θ
0
*
θˆ
k
− θ
with measurement noise 74
ˆ *
θ − θ
0
Table 2.5 Comparison of estimators 76
Table 3.1 Comparison of estimators (non-linear observer) 92
Table 3.2 Comparison of estimators (MR-SMC) 92
Table 3.3 Performance comparisons among M2-SPSA, RM-SA and LS 93
Table 5.1 Computational statistics 123
Table 6.1. Comparison of algorithms (performance) 127
Table 6.2. Comparison of algorithms (computational cost) 128
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