Stochastic Approximation with Correlated Data.

Abstract

This work is devoted to a unified analytical treatment of algorithms that have been proposed for discrete time adaptive signal processing. These algorithms are treated within the framework of the multidimensional Robbins-Montro stochastic approximation procedure. The special form of the Robbins-Monro procedure which is treated herein and the convergence results obtained are of interest in their own right, having applications outside the realm of adaptive signal processing.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1975
Accession Number
ADA034096

Entities

People

  • David C. Farden

Organizations

  • Colorado State University

Tags

Communities of Interest

  • C4I
  • Materials and Manufacturing Processes
  • Sensors

DTIC Thesaurus Topics

  • Algorithms
  • Computational Science
  • Covariance
  • Data Science
  • Delay Lines
  • Electrical Engineering
  • Filtration
  • Information Science
  • Mathematical Analysis
  • Mathematical Filters
  • Probability
  • Random Variables
  • Signal Processing
  • Simulations
  • Stationary Processes
  • Statistics
  • Stochastic Processes

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Theoretical Analysis.