Convergence analysis of adaptive linear estimation for dependent stationary processes

DOI10.1109/18.9765zbMath0659.93073MaRDI QIDQ3809712

Abraham Krieger, Elias Masry

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1109/18.9765

zbMATH Keywords

upper bounds; linear mean-squares algorithm

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

60G10: Stationary stochastic processes

93C40: Adaptive control/observation systems

93C05: Linear systems in control theory

93E12: Identification in stochastic control theory

93E15: Stochastic stability in control theory

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