Sign-error adaptive filtering algorithms involving Markovian parameters (Q256310)

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scientific article; zbMATH DE number 6295712
  • Sign‐Regressor Adaptive Filtering Algorithms for Markovian Parameters
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English
Sign-error adaptive filtering algorithms involving Markovian parameters
scientific article; zbMATH DE number 6295712
  • Sign‐Regressor Adaptive Filtering Algorithms for Markovian Parameters

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Sign-error adaptive filtering algorithms involving Markovian parameters (English)
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Sign‐Regressor Adaptive Filtering Algorithms for Markovian Parameters (English)
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9 March 2016
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15 May 2014
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sign-error algorithm
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regime-switching model
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stochastic approximation
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Mean squares error
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convergence
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tracking property
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sign-regressor algorithm
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regime switching
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mean square error
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