A remark on the stability of the l.m.s. tracking algorithm

DOI10.1080/07362999808809521zbMath0907.93065OpenAlexW2076473170MaRDI QIDQ4385655

Alexander Yu. Veretennikov, Pierre Priouret

Publication date: 11 October 1998

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999808809521

zbMATH Keywords

Markov chain\(L^p\) stabilityL.M.S. tracking

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Stochastic stability in control theory (93E15)

Related Items (2)

Bridging the gap between constant step size stochastic gradient descent and Markov chains ⋮ On recursive estimation for time varying autoregressive processes

Cites Work

• Persistence of excitation in linear systems
• Stability of Recursive Stochastic Tracking Algorithms
• Exponential stability of general tracking algorithms

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