Loading…

On a perturbation approach for the analysis of stochastic tracking algorithms

In this paper, a perturbation expansion technique is introduced to decompose the tracking error of a general adaptive tracking algorithm in a linear regression model. This method allows to obtain the tracking error bound and also tight approximate expressions for the moments of the tracking error. T...

Full description

Saved in:
Bibliographic Details
Main Authors: Moulines, E., Priouret, P., Aguech, R.
Format: Conference Proceeding
Language:English
Subjects:
Online Access:Request full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:In this paper, a perturbation expansion technique is introduced to decompose the tracking error of a general adaptive tracking algorithm in a linear regression model. This method allows to obtain the tracking error bound and also tight approximate expressions for the moments of the tracking error. These expressions allow to evaluate, both qualitatively and quantitatively, the impact of several factors on the tracking error performance which have been overlooked in previous contributions.
ISSN:1520-6149
2379-190X
DOI:10.1109/ICASSP.1998.681779