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Technical University of Crete
Technical University of Crete
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| URI | http://purl.tuc.gr/dl/dias/4CBA1F85-07E4-4B31-AE63-9C5FE9ADAFF8 | - |
| Identifier | https://doi.org/10.1109/TAC.1980.1102405 | - |
| Language | en | - |
| Extent | 3 pages | en |
| Title | An iterative method for calculating the sample serial correlation coefficient | en |
| Creator | Pouliezos Anastasios | en |
| Creator | Πουλιεζος Αναστασιος | el |
| Content Summary | Generally, when stochastic approximation is used to identify the ooefficients of a linear system or for an adaptive fUter or equalizer, the iterate Xn is projected back onto some finite set G= {x: lx;l< B, all i}, if it ever leaves it. The convergence of such truncated sequences have been discussed Informally. Here it is shown, under very broad conditions on the noises, that {Xn} converges with probabUity 1 to the closest point in G to the optimum value of Xn. Also, under even weaker conditions, the case of constant coefficient sequence is treated and a weak convergence result obtained. The set G is used for simpHcity. It can be seen that the result holds true in more general cases, but the box is used since it is the only commonly used constraint set for this problem. | en |
| Type of Item | Peer-Reviewed Journal Publication | en |
| Type of Item | Δημοσίευση σε Περιοδικό με Κριτές | el |
| License | http://creativecommons.org/licenses/by/4.0/ | en |
| Date of Item | 2015-10-19 | - |
| Date of Publication | 1980 | - |
| Subject | --Cases, clinical reports, statistics | en |
| Subject | --Statistical data | en |
| Subject | statistics | en |
| Subject | cases clinical reports statistics | en |
| Subject | statistical data | en |
| Bibliographic Citation | A.D. Pouliezos ," An iterative method for calculating the sample serial correlation coefficient ," IEEE Trans. on Aut. Control ,vol.25,no.4 ,pp.:834 - 836,1980.doi:10.1109/TAC.1980.1102405 | en |
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