Title :
On decision-directed estimation and stochastic approximation (Corresp.)
Author :
Young, Tzay Y. ; Farjo, Anastas A.
fDate :
9/1/1972 12:00:00 AM
Abstract :
A decision-directed scheme for estimating the mean is expressed as a stochastic approximation algorithm. The algorithm is shown to converge, but not to the true value, by means of the theory of stochastic approximation. A modification of the algorithm that converges to the true value is presented.
Keywords :
Decision procedures; Estimation; Stochastic approximation; Adaptive signal detection; Approximation algorithms; Bonding; Circuit noise; Circuit theory; Density functional theory; Nonuniform sampling; Remotely operated vehicles; Stochastic processes; Stochastic resonance;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1972.1054881
