James+C.+Spall

an American systems engineer, Ph.D. in 1983 from [|University of Virginia], research professor at [|Johns Hopkins University], and member of the principal professional staff at the JHU applied physics laboratory, and chair of the applied and computational mathematics program within the [|Whiting School of Engineering]. His research interests include [|stochastic systems], [|parameter estimation], [|stochastic optimization], [|Monte Carlo methods] and [|simulation], neural networks, [|control systems], [|mathematical modeling], [|system identification] and [|Kalman filtering], [|mathematical statistics], [|optimization theory], [|uncertainty calculation], and [|reliability analysis]. In particular James C. Spall devised and elaborated on the SPSA algorithm. || toc =Selected Publications=
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 * [[image:JamesCSpall.jpg link="http://www.ams.jhu.edu/~spall/Personal/"]] ||~ || **James C. Spall**,
 * James C. Spall ||~ ||^ ||

1987 ...

 * James C. Spall (**1987**). //A Stochastic Approximation Technique for Generating Maximum Likelihood Parameter Estimates//. [|Proceedings of the American Control Conference], [|Minneapolis, MN], [|pdf reprint]

1990 ...

 * James C. Spall (**1992**). //Multivariate Stochastic Approximation Using a Simultaneous Perturbation Gradient Approximation//. IEEE Transactions on Automatic Control, Vol. 37, No. 3, [|pdf]
 * James C. Spall (**1997**). //A one-measurement form of SPSA//. [|Automatica], Vol. 33, No. 1, [|pdf]
 * James C. Spall (**1998**). //An Overview of the Simultaneous Perturbation Method for Efficient Optimization//. [|Johns Hopkins APL Technical Digest], Vol. 19, No. 4, [|pdf]
 * James C. Spall (**1998**). //Implementation of the Simultaneous Perturbation Algorithm for Stochastic Optimization//. IEEE Transactions on Aerospace and Electronic Systems, Vol. 34, No. 3, [|pdf]
 * James C. Spall (**1999**). //Stochastic Optimization: Stochastic Approximation and Simulated Annealing//. in [|John G. Webster] (ed.) (**1999**). [|Encyclopedia of Electrical and Electronics Engineering], Vol. 20, [|John Wiley & Sons], [|pdf]

2000 ...

 * James C. Spall (**2000**). //Adaptive stochastic approximation by the simultaneous perturbation method//. IEEE Transactions on Automatic Control, Vol. 45, No. 10, [|pdf]
 * James C. Spall (**2003**). //[|Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control]//. [|Wiley], [|Hoboken, NJ]
 * James C. Spall (**2005**). //Monte Carlo Computation of the Fisher Information Matrix in Nonstandard Settings//. Journal of Computational and Graphical Statistics, Vol. 14, No. 4, [|pdf]
 * [|Qing Song], James C. Spall, [|Yeng Chai Soh], [|Jie Ni] (**2008**). //Robust Neural Network Tracking Controller Using Simultaneous Perturbation Stochastic Approximation//. IEEE Transactions on Neural Networks, Vol. 19, No. 5, [|2003 pdf]

2010 ...

 * James C. Spall (**2012**). //Stochastic Optimization//. in James E. Gentle, Wolfgang Karl Härdle (**2012**). //[|Handbook of Computational Statistics: Concepts and Methods]//. [|Springer], [|pdf]
 * James C. Spall (**2014**). //Identification for Systems With Binary Subsystems//. IEEE Transactions on Automatic Control, Vol. 59, No. 1
 * [|Pushpendre Rastogi], [|Jingyi Zhu], James C. Spall (**2016**). //Efficient implementation of Enhanced Adaptive Simultaneous Perturbation Algorithms//. [|CISS 2016], [|pdf]

=External Links= > media type="youtube" key="kVJQkmYU2VA"
 * [|James C. Spall]
 * [|SPSA Algorithm] by James C. Spall
 * [|NIPS 2012 Tutoral - Stochastic Search and Optimization] by James C. Spall, [|YouTube] Video

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