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An iterative method for calculating the sample serial correlation coefficient

Pouliezos Anastasios

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URIhttp://purl.tuc.gr/dl/dias/4CBA1F85-07E4-4B31-AE63-9C5FE9ADAFF8-
Identifierhttps://doi.org/10.1109/TAC.1980.1102405-
Languageen-
Extent3 pagesen
TitleAn iterative method for calculating the sample serial correlation coefficienten
CreatorPouliezos Anastasiosen
CreatorΠουλιεζος Αναστασιοςel
Content SummaryGenerally, 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 ItemPeer-Reviewed Journal Publicationen
Type of ItemΔημοσίευση σε Περιοδικό με Κριτέςel
Licensehttp://creativecommons.org/licenses/by/4.0/en
Date of Item2015-10-19-
Date of Publication1980-
Subject--Cases, clinical reports, statisticsen
Subject--Statistical dataen
Subjectstatisticsen
Subjectcases clinical reports statisticsen
Subjectstatistical dataen
Bibliographic CitationA.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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