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

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Approximation of Hessian Matrix for Second-order SPSA Algorithm Addressed Toward Parameter Optimization in Non-linear Systems Approved by Supervisory Committee: Chairperson : Prof. Kazushi Nakano Member : Prof. Kohji Higuchi Member : Prof. Masahide Kaneko Member : Prof. Tetsuro Kirimoto Member : Prof. Takayuki Inaba Member : Prof. Seiichi Shin
Copyright 2009 by Jorge Ivan Medina Martinez All Rights Reserved
Page 1: Approximation of Hessian Matrix for
Page 5 and 6: ここで提案するアルゴ
Page 7 and 8: ABSTRACT shown that for the same as
Page 9 and 10: Contents 1. Introduction 1 1.1 Moti
Page 11 and 12: CONTENTS 5.3 Parameter Estimation b
Page 13 and 14: LIST OF FIGURES Fig. 4.1 Block diag
Page 15 and 16: List of Abbreviations SPSA 1st-SPSA
Page 17 and 18: CHAPTER 1. INTRODUCTION the converg
Page 19 and 20: CHAPTER 1.INTRODUCTION approximatio
Page 21 and 22: CHAPTER 1. INTRODUCTION and simulta
Page 23 and 24: CHAPTER 1. INTRODUCTION Typical app
Page 25 and 26: CHAPTER 1. INTRODUCTION 1.4--Featur
Page 27 and 28: CHAPTER 1. INTRODUCTION Some of the
Page 29 and 30: CHAPTER 1. INTRODUCTION M − k ( k
Page 31 and 32: CHAPTER 1. INTRODUCTION usually, a
Page 33 and 34: CHAPTER 1. INTRODUCTION Main Disadv
Page 35 and 36: CHAPTER 2. PROPOSED SPSA ALGORITHM
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CHAPTER 2. PROPOSED SPSA ALGORITHM
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CHAPTER 3. APPLICATION USING M2-SPS
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CHAPTER 6. CONCLUSIONS AND FUTURE W
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REFERENCE [10] S. A. Billings, G. N
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REFERENCE [29] M. Metivier and P. P
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REFERENCE [51] D. Parikh, N. Ahmed
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REFERENCE [72] N. J. Gordon, D. J S
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APPENDIX A that this random vector
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APPENDIX A Part 2: To show that ~
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APPENDIX A Proof of Theorem 2a (M2-
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APPENDIX A 1 ⎡~ ~ ~ ~ ( ( ) ( ))
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APPENDIX A ˆ θ * −α * k+ 1 −
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APPENDIX A results. Here, zk+n+ 1 i
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APPENDIX A Because the second eleme
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154 APPENDIX A
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APPENDIX B The Wei [48] approach is
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158 APPENDIX B
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LIST OF THE PUBLICATIONS AND INTERN
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LIST OF THE PUBLICATIONS AND INTERN
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Author Biography Jorge Ivan Medina
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Approximation of Hessian Matrix for Second-order SPSA Algorithm ...

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