Weak convergence and asymptotic properties of adaptive filters with constant gains

DOI10.1109/TIT.1984.1056897zbMATH Open0539.60042DBLPjournals/tit/KushnerS84OpenAlexW2075167161WikidataQ59313634 ScholiaQ59313634MaRDI QIDQ3326530FDOQ3326530

Authors: Harold J. Kushner, Adam Shwartz 

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.1984.1056897

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zbMATH Keywords

projection algorithmadaptive filtering algorithmweak convergence techniques

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Generalized stochastic processes (60G20)

Cited In (10)

• On asymptotic properties of a constant-step-size sign-error algorithm for adaptive filtering
• Stability of numerical methods for jump diffusions and Markovian switching jump diffusions
• Title not available (Why is that?)
• Robustness, weak stability, and stability in distribution of adaptive filtering algorithms under model mismatch
• Weak convergence and local stability properties of fixed step size recursive algorithms
• The<tex>2r</tex>th mean convergence of adaptive filters with stationary dependent random variables
• Application of Benveniste's convergence results in the study of adaptive IIR filtering algorithms
• The method of averaged models for discrete-time adaptive systems
• 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

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