scientific article; zbMATH DE number 3833142

MaRDI QIDQ3038446zbMATH OpenFDO

Authors Eweda Eweda, Odile Macchi

Publication date 1983

Full work available at URL http://www.numdam.org/item?id=AIHPB_1983__19_3_235_0, https://eudml.org/doc/77211

zbMATH Keywords

almost-sure convergencecorrelated observationsfinite memoryfinite momentsquadratic mean convergencestochastic gradient algorithm

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Cites work

• A Stochastic Approximation Method
• Analysis of recursive stochastic algorithms
• scientific article; zbMATH DE number 3169854 (Why is no real title available?)
• scientific article; zbMATH DE number 3751946 (Why is no real title available?)
• scientific article; zbMATH DE number 3589613 (Why is no real title available?)
• scientific article; zbMATH DE number 3259552 (Why is no real title available?)
• Second-order convergence analysis of stochastic adaptive linear filtering
• Stochastic approximation methods for constrained and unconstrained systems
• Stochastic approximation with correlated data

Cited in

(5)

• Tracking error bounds of adaptive nonstationary filtering
• Adaptive filters with constraints and correlated non-stationary signals
• Convergence of the Robbins-Monro method for linear problems in a Banach space
• Stochastic approximation with discontinuous dynamics, differential inclusions, and applications
• On asymptotic properties of a constant-step-size sign-error algorithm for adaptive filtering

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3038446)