DocumentCode
914025
Title
Steady-state error in adaptive mean-square minimization
Author
Davisson, Lee D.
Volume
16
Issue
4
fYear
1970
fDate
7/1/1970 12:00:00 AM
Firstpage
382
Lastpage
385
Abstract
This paper considers the steady-state mean-square error when an adaptive linear estimator is used on a stationary time series. The estimator weights are adjusted periodically by moving a small increment in the direction of the estimated gradient. Under very general conditions the asymptotic mean-square error is bounded and under more restrictive conditions is evaluated exactly.
Keywords
Adaptive estimation; Time series; Adaptive equalizers; Adaptive filters; Computational complexity; Costs; Data compression; Degradation; Filtering; Probability distribution; Senior members; Steady-state;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1970.1054474
Filename
1054474
Link To Document