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Error bounds on stochastic approximates in discrete nonlinear dynamical systems |
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| Authors: | Ibidapo-Obe O. |
| Affiliation: | University of Lagos, Engineering Analysis Unit, Lagos, Nigeria; |
| Abstract: | A mean-square error bound associated with gains utilised in stochastic approximation procedures is derived here. A specific bound is obtained for the case when the forcing function is a white noise process and the gain is specified. |
| Keywords: | |