Performance analysis of least mean square algorithm for time-varying systems
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The paper studies the convergence of least mean squares algorithms for parameter estimation of discrete-time deterministic or stochastic systems. The analysis is accomplished without stationarity and ergodicity assumptions, and conditions for the minimization of a suitable upper bound on the estimation error are provided.
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- scientific article; zbMATH DE number 1874291
- scientific article; zbMATH DE number 1279795
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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?)
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