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Rates of Convergence for an Adaptive Filtering Algorithm Driven by Stationary Dependent Data - MaRDI portal

Rates of Convergence for an Adaptive Filtering Algorithm Driven by Stationary Dependent Data (Q4286620)

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scientific article; zbMATH DE number 541439
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Rates of Convergence for an Adaptive Filtering Algorithm Driven by Stationary Dependent Data
scientific article; zbMATH DE number 541439

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    Rates of Convergence for an Adaptive Filtering Algorithm Driven by Stationary Dependent Data (English)
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    26 April 1994
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    strong invariance principle
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    law of the iterated logarithm
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    Lyapunov equation
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    strong mixing processes
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    almost sure rates of convergence
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    adaptive filtering algorithm
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