Weak convergence and local stability properties of fixed step size recursive algorithms

DOI10.1109/18.256503zbMath0792.93116OpenAlexW2112971812MaRDI QIDQ4277155

Thomas G. Kurtz, William A. Sethares, James Antonio Bucklew

Publication date: 7 February 1994

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: http://digital.library.wisc.edu/1793/9498

zbMATH Keywords

weak convergenceOrnstein-Uhlenbeck processadaptive filtersrecursive algorithms

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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