An Empirical Investigation of the Adaptive-Filtering Learning Factor

DOI10.2307/2581947zbMATH Open0612.62132OpenAlexW4243213242MaRDI QIDQ3753357FDOQ3753357

Authors: Fred Ames Shelton 

Publication date: 1987

Published in: The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2581947

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zbMATH Keywords

time seriesautoregressive processesmodified algorithmlearning factoradaptive-filtering algorithm

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

Cited In (2)

• Learning under signal-to-noise ratio uncertainty
• A new learning statistic for adaptive filter based on predicted residuals

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