Inductive methods and rates of Rth-mean convergence in adaptive filtering

DOI10.1080/17442509408833954MaRDI QIDQ4885244zbMATH OpenOpenAlexFDO

Authors Michael A. Kouritzin

Publication date 4 November 1996

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509408833954

zbMATH Keywords

adaptive filteringmoment boundsrates of \(r\)-th-mean convergence

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11)

Recommendations

• The<tex>2r</tex>th mean convergence of adaptive filters with stationary dependent random variables
• Rates of Convergence for an Adaptive Filtering Algorithm Driven by Stationary Dependent Data
• Convergence analysis of the sign algorithm for adaptive filtering
• Weak convergence and asymptotic properties of adaptive filters with constant gains
• scientific article; zbMATH DE number 440564

Cited in

(6)

• The independence assumption: A dispensable tool in adaptive filter theory
• The<tex>2r</tex>th mean convergence of adaptive filters with stationary dependent random variables
• scientific article; zbMATH DE number 4202179 (Why is no real title available?)
• Rates of Convergence for an Adaptive Filtering Algorithm Driven by Stationary Dependent Data
• Explicit Heston solutions and stochastic approximation for path-dependent option pricing
• Convergence rates and decoupling in linear stochastic approximation algorithms

This page was built for publication: Inductive methods and rates of R^th-mean convergence in adaptive filtering

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4885244)