An Empirical Investigation of the Adaptive-Filtering Learning Factor

DOI10.2307/2581947MaRDI QIDQ3753357zbMATH OpenOpenAlexFDO

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

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)

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(2)

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

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