Second-order convergence analysis of stochastic adaptive linear filtering
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Publication:3967459
DOI10.1109/TAC.1983.1103120zbMath0501.93064MaRDI QIDQ3967459
Publication date: 1983
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
correlated observations; convergence of an adaptive filtering vector; mean-square-error gradient algorithm
93E11: Filtering in stochastic control theory
90C15: Stochastic programming
93C40: Adaptive control/observation systems
90C52: Methods of reduced gradient type
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