Exponential Convergence of Adaptive Algorithms - Information Theory, 1998. Proceedings. 1998 IEEE International Symposium on
نویسنده
چکیده
We introduce a novel method for analyzing a well known class of adaptive algorithms. By combining recent developments from the theory of Markov processes and long existing results from t h e theory of Perturbations of Linear Operators we s tudy first the behavior and convergence properties of a class of products of random matrices. This i n t u r n allows for the analysis of t h e first a n d second order statistics of t h e adaptive algorithms yielding estimates for t h e exponential rate of convergence a n d the covariance mat r ix of the estimation error.
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