James C. Spall

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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.

=Selected Publications=

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
 * Qi Wang, James C. Spall (2013). Rate of convergence analysis of discrete simultaneous perturbation stochastic approximation algorithm. ACC 2013
 * 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=
 * James C. Spall
 * SPSA Algorithm by James C. Spall
 * NIPS 2012 Tutoral - Stochastic Search and Optimization by James C. Spall, YouTube Video

=References= Up one level