Performance of Adaptive Estimation Algorithms in Dependent Random Environments

نویسنده

  • ROBERT R. BITMEAD
چکیده

Abstmct--We consider the convergence properties of certain algorithms arising in storhastie, discrete-time, adaptive estimation problems and operating in random environments of engineering d@hnce. We demonstrate that the algorithms operating mder ideal conditions are d e s d i l e by homogeneous time-varying linear difference equations with dependent random coefficients, while in praclical use, these equations are altered only through the addition of a driving term, accounting for time variation of system parameters, measurement noise, and system mdemodehg. We present the concept of almost sure exponential convergenee of the homo-

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تاریخ انتشار 2001