Rate of convergence of the LMS method

DOI10.1016/0167-6911(94)00103-3zbMath0877.93144OpenAlexW1987592267MaRDI QIDQ673450

László Gerencsér

Publication date: 28 February 1997

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(94)00103-3

zbMATH Keywords

ConvergenceIdentificationParameter estimationestimation errorLeast squares

Mathematics Subject Classification ID

System identification (93B30) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Cites Work

• Unnamed Item
• On the martingale approximation of the estimation error of ARMA parameters
• On Rissanen's predictive stochastic complexity for stationary ARMA processes
• The<tex>2r</tex>th mean convergence of adaptive filters with stationary dependent random variables
• On a class of mixing processes
• Rate of Convergence of Recursive Estimators
• Rates of Convergence for an Adaptive Filtering Algorithm Driven by Stationary Dependent Data

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