Robustness, weak stability, and stability in distribution of adaptive filtering algorithms under model mismatch

Ben G. Fitzpatrick, G. Yin, Le Yi Wang

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)183-207
Number of pages25
JournalMultiscale Modeling and Simulation
Volume9
Issue number1
DOIs
StatePublished - 2011

ASJC Scopus Subject Areas

  • General Chemistry
  • Modeling and Simulation
  • Ecological Modeling
  • General Physics and Astronomy
  • Computer Science Applications

Keywords

  • Adaptive filtering
  • Model mismatch
  • Recurrence
  • Stability in distribution

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