Weak convergence and local stability properties of fixed step size recursive algorithms

DOI10.1109/18.256503MaRDI QIDQ4277155zbMATH OpenOpenAlexFDO

Authors Thomas G. Kurtz, William A. Sethares, James A. Bucklew

Publication date 7 February 1994

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

Full work available at URL http://digital.library.wisc.edu/1793/9498

zbMATH Keywords

adaptive filtersOrnstein-Uhlenbeck processrecursive algorithmsweak convergence

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Recommendations

• Weak convergence and asymptotic properties of adaptive filters with constant gains
• Stability of Recursive Stochastic Tracking Algorithms
• Convergence analysis of the sign algorithm for adaptive filtering
• Steady-state analysis of the long LMS adaptive filter

Cited in

(15)

• Adaptive algorithms with filtered regressor and filtered error
• Online learning via congregational gradient descent
• Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents
• Non-Wiener behavior of the filtered LMS algorithm
• Robustness, weak stability, and stability in distribution of adaptive filtering algorithms under model mismatch
• Weak convergence and asymptotic properties of adaptive filters with constant gains
• scientific article; zbMATH DE number 3986304 (Why is no real title available?)
• On the local stability properties of adaptive parameter estimators with composite errors and split algorithms
• scientific article; zbMATH DE number 176346 (Why is no real title available?)
• Tracking random walk systems with vector space adaptive filters
• A wave theory of long adaptive filters
• On characterization of a recursively defined process: necessary and sufficient conditions, sensitivity
• On fixed gain recursive estimators with discontinuity in the parameters
• Approximations for the distribution of perpetuities with small discount rates
• Stochastic approximation and reinforcement learning: the interface and a little beyond

This page was built for publication: Weak convergence and local stability properties of fixed step size recursive algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4277155)