Second-order convergence analysis of stochastic adaptive linear filtering

DOI10.1109/TAC.1983.1103120zbMath0501.93064OpenAlexW2052149760MaRDI QIDQ3967459

Eweda Eweda, Odile Macchi

Publication date: 1983

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1983.1103120

zbMATH Keywords

correlated observationsconvergence of an adaptive filtering vectormean-square-error gradient algorithm

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic programming (90C15) Adaptive control/observation systems (93C40) Methods of reduced gradient type (90C52)

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