DocumentCode
2097214
Title
A robustness approach to adaptive filtering
Author
Yin, G. ; Zhu, Y.M.
Author_Institution
Dept. of Math., Wayne State Univ., Detroit, MI, USA
fYear
1989
fDate
13-15 Dec 1989
Firstpage
2607
Abstract
The robustness of adaptive filtering algorithms is considered. the main effort has been devoted to obtaining reasonably good upper bounds for the iterates when the law of large numbers is only approximately valid. Asymptotic order estimates for the absolute deviation of the iterates are obtained, and an almost sure convergence result is proved. Comments are made regarding the corresponding algorithm with randomly varying truncations
Keywords
adaptive filters; convergence of numerical methods; filtering and prediction theory; iterative methods; adaptive filtering; almost sure convergence result; asymptotic order estimates; iterative methods; randomly varying truncations; robustness; Adaptive filters; Adaptive signal processing; Convergence; Differential equations; Filtering algorithms; Least squares approximation; Mathematics; Robustness; Signal processing algorithms; Upper bound;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
Conference_Location
Tampa, FL
Type
conf
DOI
10.1109/CDC.1989.70651
Filename
70651
Link To Document