Exponential convergence of adaptive algorithms

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We introduce a novel method for analyzing a well known class of adaptive algorithms. By combining developments from the theory of Markov processes and long existing results from the theory of perturbations of linear operators we study first the behavior and convergence properties of a class of products of random matrices. This in turn allows for the analysis of the first and second order statistics of the adaptive algorithms yielding estimates for the exponential rate of convergence and the covariance matrix of the estimation error.

Original languageEnglish (US)
Title of host publicationProceedings - 1998 IEEE International Symposium on Information Theory, ISIT 1998
Pages262
Number of pages1
DOIs
StatePublished - 1998
Externally publishedYes
Event1998 IEEE International Symposium on Information Theory, ISIT 1998 - Cambridge, MA, United States
Duration: Aug 16 1998Aug 21 1998

Publication series

NameIEEE International Symposium on Information Theory - Proceedings
ISSN (Print)2157-8095

Other

Other1998 IEEE International Symposium on Information Theory, ISIT 1998
CountryUnited States
CityCambridge, MA
Period8/16/988/21/98

All Science Journal Classification (ASJC) codes

  • Theoretical Computer Science
  • Information Systems
  • Modeling and Simulation
  • Applied Mathematics

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