Convergence analysis of adaptive linear estimation for dependent stationary processes

DOI10.1109/18.9765MaRDI QIDQ3809712zbMATH OpenOpenAlexFDO

Authors Abraham Krieger, Elias Masry

Publication date 1988

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.9765

zbMATH Keywords

linear mean-squares algorithmupper bounds

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and prediction (62M20) Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Identification in stochastic control theory (93E12) Stochastic stability in control theory (93E15)

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Cited in

(3)

• Convergence rate determination for gradient-based adaptive estimators
• Convergence properties of LMS adaptive estimators with unbounded dependent inputs
• Randomization of data acquisition and \(\ell_{1}\)-optimization (recognition with compression)

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