DocumentCode
1102225
Title
A robust algorithm for random parameter tracking
Author
Juditsky, Anatoli ; Priouret, Pierre
Author_Institution
IRISA, Rennes, France
Volume
39
Issue
6
fYear
1994
fDate
6/1/1994 12:00:00 AM
Firstpage
1211
Lastpage
1221
Abstract
An algorithm for tracking time-varying parameters is studied. It is shown to be exponentially stable independently of the choice of algorithm parameters. We derive some useful nonasymptotic estimates for the tracking error and develop the asymptotically optimal version of the method
Keywords
error statistics; parameter estimation; probability; stochastic processes; time-varying systems; error equations; nonasymptotic approximations; nonasymptotic estimates; probability space; random parameter tracking; time varying parameters; tracking error; Adaptive equalizers; Convergence; Covariance matrix; Phase locked loops; Random variables; Resonance light scattering; Robustness; Signal processing; Signal processing algorithms; Stochastic resonance;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.293180
Filename
293180
Link To Document