Accession Number:

ADA129214

Title:

Weak Convergence and Asymptotic Properties of Adaptive Filters with Constant Gains.

Descriptive Note:

Technical rept.,

Corporate Author:

BROWN UNIV PROVIDENCE RI LEFSCHETZ CENTER FOR DYNAMICAL SYSTEMS

Personal Author(s):

Report Date:

1983-03-06

Pagination or Media Count:

27.0

Abstract:

This paper illustrates the power of weak convergence methods through the analysis of the basic algorithm of adaptive filtering. Except for the simplest cases e.g., when y sub n, psi sub n are mutually independent, the analysis of the algorithm for fixed epsilon is difficult. However, asymptotic analysis epsilon approaches limit of O via weak convergence methods provides much information, relatively painlessly.

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE