Blind channel identification based on noisy observation by stochastic approximation method

	Blind channel identification based on noisy observation by stochastic approximation method
	Fang, HT; Chen, HF
刊名	JOURNAL OF GLOBAL OPTIMIZATION
	2003-11-01
卷号	27 期号:2-3 页码:249-271
关键词	stochastic approximation blind identification on-line update noisy observation strong consistency
ISSN号	0925-5001
英文摘要	A stochastic approximation algorithm for estimating multichannel coefficients is proposed, and the estimate is proved to converge to the true parameters a.s. up-to a constant scaling factor. The estimate is updated after receiving each new observation, so the output data need not be collected in advance. The input signal is allowed to be dependent and the observation is allowed to be corrupted by noise, but no noise statistics are used in the estimation algorithm.
WOS研究方向	Operations Research & Management Science ; Mathematics
语种	英语
出版者	KLUWER ACADEMIC PUBL
WOS记录号	WOS:000184254200008
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/18547]
专题	中国科学院数学与系统科学研究院
通讯作者	Fang, HT
作者单位	Chinese Acad Sci, Lab Syst & Control, Inst Syst Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Fang, HT,Chen, HF. Blind channel identification based on noisy observation by stochastic approximation method[J]. JOURNAL OF GLOBAL OPTIMIZATION,2003,27(2-3):249-271.
APA	Fang, HT,&Chen, HF.(2003).Blind channel identification based on noisy observation by stochastic approximation method.JOURNAL OF GLOBAL OPTIMIZATION,27(2-3),249-271.
MLA	Fang, HT,et al."Blind channel identification based on noisy observation by stochastic approximation method".JOURNAL OF GLOBAL OPTIMIZATION 27.2-3(2003):249-271.