A remark on the stability of the l.m.s. tracking algorithm
We give an L p stability result for the random matrix solution Z n of where ø n is an unbounded regressor having a Markovian representation
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Veröffentlicht in: | Stochastic analysis and applications 1998-01, Vol.16 (1), p.119-129 |
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container_title | Stochastic analysis and applications |
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creator | Priouret, P. Veretenikov, A.Yu |
description | We give an L
p
stability result for the random matrix solution Z
n
of
where ø
n
is an unbounded regressor having a Markovian representation |
doi_str_mv | 10.1080/07362999808809521 |
format | Article |
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title | A remark on the stability of the l.m.s. tracking algorithm |
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