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

DOI10.1109/TIT.1984.1056893zbMATH Open0539.60041OpenAlexW2073598931MaRDI QIDQ3326529FDOQ3326529

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

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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)

Cited In (7)

• 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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