Title :
Exponentially convergent behaviour of simple stochastic adaptive estimation algorithms
Author :
Bitmead, R.R. ; Anderson, B.D.O.
Author_Institution :
University of Newcastle, New South Wales, Australia
Abstract :
A stochastic algorithm, familiar from adaptive estimation, is introduced and its homogeneous part is shown to be exponentially convergent for a wide class of inputs, which need not be stationary. The implications of this convergence rate for the nonhomogeneous algorithm in practical situations are qualitatively examined and a possible approach to improving performance in use is suggested.
Keywords :
Adaptive estimation; Australia; Convergence; Parameter estimation; Stochastic processes;
Conference_Titel :
Decision and Control including the 17th Symposium on Adaptive Processes, 1978 IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1978.267996