Rates of Convergence for an Adaptive Filtering Algorithm Driven by Stationary Dependent Data

DOI10.1137/S0363012989163285zbMath0789.60027MaRDI QIDQ4286620

Andrew J. Heunis

Publication date: 26 April 1994

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

Lyapunov equationlaw of the iterated logarithmstrong invariance principlestrong mixing processesadaptive filtering algorithmalmost sure rates of convergence

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (4)

On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables ⋮ An almost sure invariance principle for stochastic approximation procedures in linear filtering theory ⋮ Rate of convergence of the LMS method ⋮ On the almost sure asymptotic behaviour of stochastic algorithm

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