Robustness, Weak Stability, and Stability in Distribution of Adaptive Filtering Algorithms under Model Mismatch

DOI10.1137/100797059zbMath1222.93222OpenAlexW2035287116MaRDI QIDQ3009304

L. Y. Wang, G. George Yin, Ben G. Fitzpatrick

Publication date: 24 June 2011

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/9f02a28fac96a925c44e9627eeacfdda9861d335

zbMATH Keywords

adaptive filteringrecurrencestability in distributionmodel mismatch

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12) Stochastic approximation (62L20) Stochastic stability in control theory (93E15) Functional limit theorems; invariance principles (60F17)

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