• 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