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
Link To Document