Title :
A robustness approach to adaptive filtering
Author :
Yin, G. ; Zhu, Y.M.
Author_Institution :
Dept. of Math., Wayne State Univ., Detroit, MI, USA
Abstract :
The robustness of adaptive filtering algorithms is considered. the main effort has been devoted to obtaining reasonably good upper bounds for the iterates when the law of large numbers is only approximately valid. Asymptotic order estimates for the absolute deviation of the iterates are obtained, and an almost sure convergence result is proved. Comments are made regarding the corresponding algorithm with randomly varying truncations
Keywords :
adaptive filters; convergence of numerical methods; filtering and prediction theory; iterative methods; adaptive filtering; almost sure convergence result; asymptotic order estimates; iterative methods; randomly varying truncations; robustness; Adaptive filters; Adaptive signal processing; Convergence; Differential equations; Filtering algorithms; Least squares approximation; Mathematics; Robustness; Signal processing algorithms; Upper bound;
Conference_Titel :
Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
Conference_Location :
Tampa, FL
DOI :
10.1109/CDC.1989.70651
