The<tex>2r</tex>th mean convergence of adaptive filters with stationary dependent random variables

DOI10.1109/TIT.1984.1056893MaRDI QIDQ3326529zbMATH OpenOpenAlexFDO

Authors Masafumi Watanabe

Publication date 1984

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.1984.1056893

zbMATH Keywords

Wiener-Hopf equationstationary mixing sequencemean convergence of an adaptive filtering algorithm

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stationary stochastic processes (60G10)

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• The independence assumption: A dispensable tool in adaptive filter theory
• Constrained adaptive filtering algorithms: asymptotic convergence properties for dependent data
• Weak convergence and asymptotic properties of adaptive filters with constant gains
• Rates of Convergence for an Adaptive Filtering Algorithm Driven by Stationary Dependent Data
• Inductive methods and rates of R^th-mean convergence in adaptive filtering
• Adaptive filters with constraints and correlated non-stationary signals
• Rate of convergence of the LMS method

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