• DocumentCode
    917851
  • Title

    Stochastic approximation with a nonstationary regression function (Corresp.)

  • Author

    Young, Tzay Y. ; Westerberg, Roy A.

  • Volume
    18
  • Issue
    4
  • fYear
    1972
  • fDate
    7/1/1972 12:00:00 AM
  • Firstpage
    518
  • Lastpage
    519
  • Abstract
    This correspondence is concerned with a stochastic approximation algorithm having a nonstationary regression function. Convergence conditions and a mean-square error bound are presented. Its possible application to feedback communication is discussed briefly.
  • Keywords
    Stochastic approximation; Convergence; Equations; Feedback communications; Gaussian noise; Parameter estimation; Random variables; Reactive power; Recursive estimation; Stochastic processes; Upper bound;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1972.1054851
  • Filename
    1054851