نتایج جستجو برای: convergence in mean square
تعداد نتایج: 17035539 فیلتر نتایج به سال:
We consider a univariate semimartingale model for (the logarithm of) an asset price, containing jumps having possibly infinite activity (IA). The nonparametric threshold estimator ˆ IV n of the integrated variance IV := ∫ T 0 σ sds proposed in [6] is constructed using observations on a discrete time grid, and precisely it sums up the squared increments of the process when they are under a thres...
We design a robust and computationally efficient iterative implementation of the Linear Minimum Mean Square Error (LMMSE) receiver for Wyner’s model of a linear cellular array. An important property of the the iterative LMMSE receiver is that each base station requires only local information to estimate its user’s signal. Analysis of the convergence of the iterative algorithm reveals a converge...
Abstract—The least mean square (LMS) algorithm is one of the most well-known algorithms for mobile communication systems due to its implementation simplicity. However, the main limitation is its relatively slow convergence rate. In this paper, a booster using the concept of Markov chains is proposed to speed up the convergence rate of LMS algorithms. The nature of Markov chains makes it possibl...
Three examples are provided which demonstrate that “convergence in probability” versions of the Toeplitz lemma, the Cesàro mean convergence theorem, and the Kronecker lemma can fail. “Mean convergence” versions of the Toeplitz lemma, Cesàro mean convergence theorem, and the Kronecker lemma are presented and a general mean convergence theorem for a normed sum of independent random variables is e...
One of the more challenging and yet unresolved issues which is paramount to the success of ATM networks is that of congestion control for Available Bit Rate (ABR) traffic. Unlike other ATM service categories, ABR provides a feedback mechanism, allowing interior nodes to dictate source rates. Previous work has demonstrated how linear adaptive control theory can be utilized to create a stable a...
The recently proposed low-complexity reduction-bycomposition least-mean-square (LMS) algorithm (RCLMS) costs only half multiplications compared to that of the conventional direct-form LMS algorithm (DLMS). This work intends to characterize its properties and conditions for mean and mean-square convergence. Closed-form mean-square error (MSE) as a function of the LMS step-size and an extra compe...
When acquiring the Electrocardiogram (ECG) signal from the person, it should be preprocess before sending to the analyst for taking decision of the signal, because signal should be affected with various artifacts. For numerous applications of noise cancellation in the corrupted signals, adaptive filters play important role. The various artifacts which commonly occur in the acquisition of ECG si...
A new universal estimator of divergence is presented for multidimensional continuous densities based on -nearest-neighbor ( -NN) distances. Assuming independent and identically distributed (i.i.d.) samples, the new estimator is proved to be asymptotically unbiased and mean-square consistent. In experiments with high-dimensional data, the -NN approach generally exhibits faster convergence than p...
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