Performance analysis of least mean square algorithm for time-varying systems

MaRDI QIDQ2745614zbMATH OpenFDO

Authors Feng Ding, Jiaben Yang, Tao Ding

Publication date 5 July 2002

Published in Control Theory \& Applications (Search for Journal in Brave)

zbMATH Keywords

convergence analysisleast mean squares algorithmsparameter estimation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

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(9)

• Convergence properties of the least squares estimation algorithm for multivariable systems
• Convergence analysis of adaptive linear estimation for dependent stationary processes
• scientific article; zbMATH DE number 1279795 (Why is no real title available?)
• Behavior of the least mean square algorithm with a periodically time-varying input power
• Analysis of the influence of the Lagrange multiplier on the operation of the algorithm for estimating the signal parameters under a priori uncertainty
• Performance analysis of least squares algorithm for multivariable stochastic systems
• Convergence analysis of a synchronous gradient estimation scheme for time-varying parameter systems
• Performance analysis of stochastic gradient algorithms under weak conditions
• State-space recursive least squares. II.

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