Rate of convergence of the LMS method

DOI10.1016/0167-6911(94)00103-3zbMATH Open0877.93144OpenAlexW1987592267MaRDI QIDQ673450FDOQ673450

Authors: 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

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zbMATH Keywords

estimation errorConvergenceParameter estimationIdentificationLeast squares

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Rate of Convergence of Recursive Estimators
• On a class of mixing processes
• 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
• Rates of Convergence for an Adaptive Filtering Algorithm Driven by Stationary Dependent Data

Cited In (2)

• Rate of Convergence of Recursive Estimators
• Title not available (Why is that?)

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