Rate of convergence of the LMS method

DOI10.1016/0167-6911(94)00103-3MaRDI QIDQ673450zbMATH OpenOpenAlexFDO

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

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)

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• scientific article; zbMATH DE number 653095
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Cites work

• scientific article; zbMATH DE number 3875113 (Why is no real title available?)
• On Rissanen's predictive stochastic complexity for stationary ARMA processes
• On a class of mixing processes
• On the martingale approximation of the estimation error of ARMA parameters
• Rate of Convergence of Recursive Estimators
• Rates of Convergence for an Adaptive Filtering Algorithm Driven by Stationary Dependent Data
• The<tex>2r</tex>th mean convergence of adaptive filters with stationary dependent random variables

Cited in

(2)

• Rate of Convergence of Recursive Estimators
• scientific article; zbMATH DE number 653095 (Why is no real title available?)

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