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Stabilization of hyperbolic equations with mixed boundary conditions
Sign-error adaptive filtering algorithms involving Markovian parameters
1. | Department of Mathematical Sciences, University of Delaware, Newark, DE 19716, United States |
2. | Department of Mathematics, Wayne State University, Detroit, Michigan 48202 |
3. | Department of Electrical and Computer Engineering, Wayne State University, MI 48202 |
References:
[1] |
A. Benveniste, M. Metivier and P. Priouret, Adaptive Algorithms and Stochastic Approximations, Springer-Verlag, Berlin, 1990.
doi: 10.1007/978-3-642-75894-2. |
[2] |
P. Billingsley, Convergence of Probability Measures, J. Wiley, New York, 1968. |
[3] |
H.-F. Chen and G. Yin, Asymptotic properties of sign algorithms for adaptive filtering, IEEE Trans. Automat. Control, 48 (2003), 1545-1556.
doi: 10.1109/TAC.2003.816967. |
[4] |
E. Eweda, Convergence of the sign algorithm for adaptive filtering with correlated data, IEEE Trans. Inform. Theory, 37 (1991), 1450-1457. |
[5] |
J. Fang and H. Li, Adaptive distributed estimation of signal power from one-bit quantized data, IEEE Transactions on Aerospace and Electronic Systems, 46 (2010), 1893-1905. |
[6] |
A. Gersho, Adaptive filtering with binary reinforcement, IEEE Trans. Inform. Theory, 30 (1984), 191-199. |
[7] |
L. Guo, Stability of recursive stochastic tracking algorithms, SIAM Journal on Control and Optimization, 32 (1994), 1195-1225.
doi: 10.1137/S0363012992225606. |
[8] |
M. L. Honig and H. V. Poor, Adaptive interference suppression in wireless communication systems, in Wireless Communications: Signal Processing Perspectives (eds. H. V. Poor and G. W. Wornell), Prentice Hall, 1998. |
[9] |
V. Krishnamurthy, G. Yin and S. Singh, Adaptive step size algorithms for blind interference suppression in DS/CDMA systems, IEEE Trans. Signal Processing, 49 (2001), 190-201. |
[10] |
H. J. Kushner and A. Shwartz, Weak convergence and asymptotic properties of adaptive filters with constant gains, IEEE Trans. Inform. Theory, 30 (1984), 177-182.
doi: 10.1109/TIT.1984.1056897. |
[11] |
H. J. Kushner and G. Yin, Stochastic Approximation and Recursive Algorithms and Applications, 2nd ed., Springer-Verlag, New York, NY, 2003. |
[12] |
L. Y. Wang, G. Yin, J.-F. Zhang and Y. L. Zhao, System Identification with Quantized Observations: Theory and Applications, Birkhäuser, Boston, 2010.
doi: 10.1007/978-0-8176-4956-2. |
[13] |
B. Widrow and S. D. Stearns, Adaptive Signal Processing, Prentice-Hall, Englewood, Cliffs, NJ, 1985. |
[14] |
G. Yin, Adaptive filtering with averaging, in Adaptive Control, Filtering and Signal Processing (eds. K. Aström, G. Goodwin and P. R. Kumar), IMA Volumes in Mathematics and Its Applications, 74, Springer-Verlag, New York, 1995, 375-396.
doi: 10.1007/978-1-4419-8568-2_18. |
[15] |
G. Yin and H.-F. Chen, On asymptotic properties of a constant-step-size sign-error algorithm for adaptive filtering, Scientia Sinica, 45 (2002), 321-334.
doi: 10.1007/BF02714090. |
[16] |
G. Yin, A. Hashemi and L. Y. Wang, Sign-regressor adaptive filtering algorithms for Markovian parameters, Asian J. Control, 16 (2014), 95-106.
doi: 10.1002/asjc.678. |
[17] |
G. Yin and V. Krishnamurthy, Least mean square algorithms with Markov regime switching limit, IEEE Trans. Automat. Control, 50 (2005), 577-593.
doi: 10.1109/TAC.2005.847060. |
[18] |
G. Yin and Q. Zhang, Discrete-time Markov Chains: Two-time-scale Methods and Applications, Springer, New York, NY, 2005. |
[19] |
G. Yin and C. Zhu, Hybrid Switching Diffusions: Properties and Applications, Springer, New York, 2010.
doi: 10.1007/978-1-4419-1105-6. |
show all references
References:
[1] |
A. Benveniste, M. Metivier and P. Priouret, Adaptive Algorithms and Stochastic Approximations, Springer-Verlag, Berlin, 1990.
doi: 10.1007/978-3-642-75894-2. |
[2] |
P. Billingsley, Convergence of Probability Measures, J. Wiley, New York, 1968. |
[3] |
H.-F. Chen and G. Yin, Asymptotic properties of sign algorithms for adaptive filtering, IEEE Trans. Automat. Control, 48 (2003), 1545-1556.
doi: 10.1109/TAC.2003.816967. |
[4] |
E. Eweda, Convergence of the sign algorithm for adaptive filtering with correlated data, IEEE Trans. Inform. Theory, 37 (1991), 1450-1457. |
[5] |
J. Fang and H. Li, Adaptive distributed estimation of signal power from one-bit quantized data, IEEE Transactions on Aerospace and Electronic Systems, 46 (2010), 1893-1905. |
[6] |
A. Gersho, Adaptive filtering with binary reinforcement, IEEE Trans. Inform. Theory, 30 (1984), 191-199. |
[7] |
L. Guo, Stability of recursive stochastic tracking algorithms, SIAM Journal on Control and Optimization, 32 (1994), 1195-1225.
doi: 10.1137/S0363012992225606. |
[8] |
M. L. Honig and H. V. Poor, Adaptive interference suppression in wireless communication systems, in Wireless Communications: Signal Processing Perspectives (eds. H. V. Poor and G. W. Wornell), Prentice Hall, 1998. |
[9] |
V. Krishnamurthy, G. Yin and S. Singh, Adaptive step size algorithms for blind interference suppression in DS/CDMA systems, IEEE Trans. Signal Processing, 49 (2001), 190-201. |
[10] |
H. J. Kushner and A. Shwartz, Weak convergence and asymptotic properties of adaptive filters with constant gains, IEEE Trans. Inform. Theory, 30 (1984), 177-182.
doi: 10.1109/TIT.1984.1056897. |
[11] |
H. J. Kushner and G. Yin, Stochastic Approximation and Recursive Algorithms and Applications, 2nd ed., Springer-Verlag, New York, NY, 2003. |
[12] |
L. Y. Wang, G. Yin, J.-F. Zhang and Y. L. Zhao, System Identification with Quantized Observations: Theory and Applications, Birkhäuser, Boston, 2010.
doi: 10.1007/978-0-8176-4956-2. |
[13] |
B. Widrow and S. D. Stearns, Adaptive Signal Processing, Prentice-Hall, Englewood, Cliffs, NJ, 1985. |
[14] |
G. Yin, Adaptive filtering with averaging, in Adaptive Control, Filtering and Signal Processing (eds. K. Aström, G. Goodwin and P. R. Kumar), IMA Volumes in Mathematics and Its Applications, 74, Springer-Verlag, New York, 1995, 375-396.
doi: 10.1007/978-1-4419-8568-2_18. |
[15] |
G. Yin and H.-F. Chen, On asymptotic properties of a constant-step-size sign-error algorithm for adaptive filtering, Scientia Sinica, 45 (2002), 321-334.
doi: 10.1007/BF02714090. |
[16] |
G. Yin, A. Hashemi and L. Y. Wang, Sign-regressor adaptive filtering algorithms for Markovian parameters, Asian J. Control, 16 (2014), 95-106.
doi: 10.1002/asjc.678. |
[17] |
G. Yin and V. Krishnamurthy, Least mean square algorithms with Markov regime switching limit, IEEE Trans. Automat. Control, 50 (2005), 577-593.
doi: 10.1109/TAC.2005.847060. |
[18] |
G. Yin and Q. Zhang, Discrete-time Markov Chains: Two-time-scale Methods and Applications, Springer, New York, NY, 2005. |
[19] |
G. Yin and C. Zhu, Hybrid Switching Diffusions: Properties and Applications, Springer, New York, 2010.
doi: 10.1007/978-1-4419-1105-6. |
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