Convergence properties of LMS adaptive estimators with unbounded dependent inputs

DOI10.1109/TAC.1984.1103562MaRDI QIDQ3315406zbMATH OpenFDO

Authors Robert R. Bitmead

Publication date 1984

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1984.1103562

zbMATH Keywords

adaptive estimatorsConvergence in distributionleast mean square algorithmnonstationary trackingunbounded dependent inputs

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Asymptotic properties of parametric estimators (62F12) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cited in

(7)

• Convergence rate determination for gradient-based adaptive estimators
• Convergence models for lattice joint process estimators and least squares algorithms
• A note on the convergence analysis of LMS adaptive filters with Gaussian data
• Convergence analysis of adaptive linear estimation for dependent stationary processes
• Exponential convergence of products of random matrices: application to adaptive algorithms
• A performance bound for the LMS estimator
• On the convergence of the LMS algorithm in adaptive filtering

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