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Sign-regressor adaptive filtering algorithms using averaged iterates and observations. (English)
Pasik-Duncan, Bozenna (ed.), Stochastic theory and control. Proceedings of the workshop, Lawrence, KS, USA, October 18‒20, 2001. Berlin: Springer (ISBN 3-540-43777-0/pbk). Lect. Notes Control Inf. Sci. 280, 223-238 (2002).
The paper studies the asymptotic properties of a particular sign-regressor adaptive filtering algorithm in which both iterates and observations averaging are used. The algorithm is shown to converge to the true parameter with an optimal convergence rate. An application to adaptive multiuser detection in CDMA wireless networks is also presented.
Reviewer: Giovanni Di Masi (Padova)
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