On a perturbation approach for the analysis of stochastic tracking algorithms

Conference Paper

Aguech,, E. Moulines, P. Priouret and R. . 1998

• نوع عمل المنشور: sproceeding
• رابط المنشور على الويب: PDF
• الوسوم: Paper
• اسم المؤتمر: IEEE
• عنوان المؤتمر: International Conference on Acoustics Speech and Signal Processing
• تاريخ المؤتمر: الجمعة, تشرين اﻷول (أكتوبر) 9, 1998
• المنظمة الراعية: France

مستخلص المنشور

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 allow to obtain tracking error bound but 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