Weak Convergence and Asymptotic Properties of Adaptive Filters with Constant Gains.

Abstract

This paper illustrates the power of weak convergence methods through the analysis of the basic algorithm of adaptive filtering. Except for the simplest cases (e.g., when (y sub n, psi sub n) are mutually independent), the analysis of the algorithm for fixed epsilon is difficult. However, asymptotic analysis (epsilon approaches limit of O) via weak convergence methods provides much information, relatively painlessly.

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Document Details

Document Type
Technical Report
Publication Date
Mar 06, 1983
Accession Number
ADA129214

Entities

People

  • Adam Shwartz
  • Harold J. Kushner

Organizations

  • Brown University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Adaptive Filters
  • Air Force
  • Algorithms
  • Applied Mathematics
  • Classification
  • Contracts
  • Convergence
  • Filters
  • Filtration
  • Information Science
  • Mathematics
  • Probability
  • Random Variables
  • Scientific Research
  • Security
  • Weak Convergence

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Analytical Mechanics
  • Mathematical Modeling and Probability Theory.