Title :
Stochastic approximation with a nonstationary regression function (Corresp.)
Author :
Young, Tzay Y. ; Westerberg, Roy A.
fDate :
7/1/1972 12:00:00 AM
Abstract :
This correspondence is concerned with a stochastic approximation algorithm having a nonstationary regression function. Convergence conditions and a mean-square error bound are presented. Its possible application to feedback communication is discussed briefly.
Keywords :
Stochastic approximation; Convergence; Equations; Feedback communications; Gaussian noise; Parameter estimation; Random variables; Reactive power; Recursive estimation; Stochastic processes; Upper bound;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1972.1054851
