Referenced Items are not available for this document.
Adaptive signal processing algorithms are often used in order to "track" an unknown time-varying parameter vector. This work develops an upper bound on the mean of the norm-squared error between the unknown parameter vector being tracked and the value obtained by the algorithm. The results require very mild covariance decay rate conditions on the training data and a bounded algorithm. The upper bound illustrates the relationship between the algorithm step size and the maximum rate of variation in the parameter vector being tracked.
Published in:
Acoustics, Speech and Signal Processing, IEEE Transactions on
(Volume:29
,
Issue:
3
)
Date of Publication: Jun 1981
- Page(s):
- 439 - 446
- ISSN :
- 0096-3518
- Digital Object Identifier :
- 10.1109/TASSP.1981.1163577
- Product Type:
- Journals & Magazines
- Date of Current Version :
- 29 January 2003
- Issue Date :
- Jun 1981
- Sponsored by :
- IEEE Signal Processing Society
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