Tracking error bounds of adaptive nonstationary filtering
DOI10.1016/0005-1098(85)90062-7zbMATH Open0565.93056OpenAlexW2028623085MaRDI QIDQ1059040FDOQ1059040
Authors: Eweda Eweda, Odile Macchi
Publication date: 1985
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(85)90062-7
Recommendations
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Methods of reduced gradient type (90C52) Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10)
Cites Work
- Title not available (Why is that?)
- Persistence of excitation conditions and the convergence of adaptive schemes
- Performance of adaptive estimation algorithms in dependent random environments
- On the Independence Theory of Equalizer Convergence
- Digital adaptive filters: Conditions for convergence, rates of convergence, effects of noise and errors arising from the implementation
- Tracking properties of adaptive signal processing algorithms
- Asymptotic Properties of Stochastic Approximations with Constant Coefficients
- A measure of the tracking capability of recursive stochastic algorithms with constant gains
- Second-order convergence analysis of stochastic adaptive linear filtering
- Analysis of error-gradient adaptive linear estimators for a class of stationary dependent processes
- Theory on the Speed of Convergence in Adaptive Equalizers for Digital Communication
- Title not available (Why is that?)
Cited In (21)
- Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning
- Degradation of the tracking performance of adaptive filtering algorithms with data correlation
- Tracking properties of adaptive signal processing algorithms
- Adaptive high-gain \(\lambda\)-tracking with variable sampling rate
- Signal behavior of adaptive filtering algorithms in a nonstationary environment with singular data covariance matrix
- On exponentially weighted recursive least squares for estimating time-varying parameters and its application to computer workload forecasting
- Title not available (Why is that?)
- Adaptive filters with error nonlinearities: mean-square analysis and optimum design
- Robustness, weak stability, and stability in distribution of adaptive filtering algorithms under model mismatch
- The<tex>2r</tex>th mean convergence of adaptive filters with stationary dependent random variables
- On a Perturbation Approach for the Analysis of Stochastic Tracking Algorithms
- Title not available (Why is that?)
- Lp-stability of estimation errors of kalman filter for tracking time-varying parameters
- Adaptation and tracking in system identification - a survey
- Frequency domain accuracy of recursively identified ARX models
- Random belief system dynamics in complex networks under time-varying logic constraints
- Title not available (Why is that?)
- Title not available (Why is that?)
- Convergence analysis of adaptive linear estimation for dependent stationary processes
- Steady-state tracking analysis of adaptive filter with maximum correntropy criterion
- Adaptive filters with constraints and correlated non-stationary signals
This page was built for publication: Tracking error bounds of adaptive nonstationary filtering
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1059040)