Sign-error adaptive filtering algorithms involving Markovian parameters
DOI10.3934/mcrf.2015.5.781zbMath1332.93344arXiv1212.5185OpenAlexW3103246646MaRDI QIDQ256310
Araz Hashemi, George Yin, L. Y. Wang, G. George Yin
Publication date: 9 March 2016
Published in: Mathematical Control and Related Fields, Asian Journal of Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1212.5185
convergencestochastic approximationregime switchingmean square errorMean squares errorregime-switching modelsign-error algorithmtracking propertysign-regressor algorithm
Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic learning and adaptive control (93E35)
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