Blind Channel Identification Based on Noisy Observation by Stochastic Approximation Method

被引：0
作者：
Hai-Tao Fang
Han-Fu Chen
机构：
[1] Institute of Systems Science,Laboratory of Systems and Control
[2] Academy of Mathematics and Systems Science,undefined
[3] Chinese Academy of Sciences,undefined
来源：
Journal of Global Optimization | 2003年 / 27卷
关键词：
Stochastic approximation; blind identification; on-line update; noisy observation; strong consistency;
D O I：
暂无
中图分类号：
学科分类号：
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.
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页码：249 / 271
页数：22
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