Analysis of stochastic approximation schemes with discontinuous and dependent forcing terms with applications to data communication algorithms
作者： A. Benveniste , M. Goursat , G. Ruget
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摘要: A general convergence result is given for stochastic approximation schemes with (or without) equality constraints. The following features are taken into account. forcing term a strongly dependent sequence and may be discontinuous. Many examples to illustrate the applicability of theorem, both classical (recursive least squares scheme) nonclassical ones (arising in theory self-adaptive eqnalizers).
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