On the convergence of linear stochastic approximation procedures

DOI10.1109/18.508865MaRDI QIDQ4885743zbMATH OpenOpenAlexFDO

Authors Michael A. Kouritzin

Publication date 5 January 1997

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

Full work available at URL https://doi.org/10.1109/18.508865

zbMATH Keywords

dependent random variablesstochastic approximationalmost sure convergenceadaptive filteringrecursive algorithmsRobbins-Monro process

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Limit theorems in probability theory (60F99)

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