Stochastic averaging analysis of an adaptive time delay estimation algorithm

Author

Kong, Xuan ; Solo, Victor

Author_Institution

Dept. of Electr. & Comput. Eng., Johns Hopkins Univ., Baltimore, MD, USA

fYear

1990

fDate

5-7 Dec 1990

Firstpage

3552

Abstract

The authors present a theoretical analysis of an adaptive delay estimation algorithm based on stochastic averaging theory. Both time-invariant and time-variant delay cases are considered. With time-invariant delay, the estimator is found to converge weakly to a deterministic differential equation as adaptive speed decreases. For the time-variant delay case, a first-order averaging analysis gives a similar result. Simulation results are also presented

Keywords

convergence; differential equations; estimation theory; signal processing; adaptive time delay estimation algorithm; deterministic differential equation; first-order averaging analysis; signal processing; stochastic averaging theory; time-invariant delay; time-variant delay; Algorithm design and analysis; Delay effects; Delay estimation; Large Hadron Collider; Signal analysis; Signal processing; Stochastic processes; TV; Time varying systems; Yield estimation;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1990., Proceedings of the 29th IEEE Conference on

Conference_Location

Honolulu, HI

Type

conf

DOI

10.1109/CDC.1990.203484

Filename

203484

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3076598