On a perturbation approach for the analysis of stochastic tracking algorithms

R. Aguech; E. Moulines; P. Priouret

doi:10.1137/S0363012998333852

On a perturbation approach for the analysis of stochastic tracking algorithms

R. Aguech
, E. Moulines
, P. Priouret

Sorbonne Université

Research output: Contribution to journal › Article › peer-review

16 Citations (Scopus)

Abstract

In this paper, a perturbation expansion technique is introduced to decompose the tracking error of a general adaptive tracking algorithm in a linear regression model. This method results in a tracking error bound and tight approximate expressions for the moments of the tracking error. These expressions allow the evaluation, both qualitatively and quantitatively, of the impact of several factors on the tracking error performance.

Original language	English
Pages (from-to)	872-899
Number of pages	28
Journal	SIAM Journal on Control and Optimization
Volume	39
Issue number	3
DOIs	https://doi.org/10.1137/S0363012998333852
Publication status	Published - 1 Dec 2000

Keywords

Adaptive tracking algorithms
Expansion techniques
Performance analysis

Access to Document

10.1137/S0363012998333852

Cite this

@article{3350f0b861ea4ca68e383a5a63baaa3a,

title = "On a perturbation approach for the analysis of stochastic tracking algorithms",

abstract = "In this paper, a perturbation expansion technique is introduced to decompose the tracking error of a general adaptive tracking algorithm in a linear regression model. This method results in a tracking error bound and tight approximate expressions for the moments of the tracking error. These expressions allow the evaluation, both qualitatively and quantitatively, of the impact of several factors on the tracking error performance.",

keywords = "Adaptive tracking algorithms, Expansion techniques, Performance analysis",

author = "R. Aguech and E. Moulines and P. Priouret",

year = "2000",

month = dec,

day = "1",

doi = "10.1137/S0363012998333852",

language = "English",

volume = "39",

pages = "872--899",

journal = "SIAM Journal on Control and Optimization",

issn = "0363-0129",

publisher = "Society for Industrial and Applied Mathematics Publications",

number = "3",

}

TY - JOUR

T1 - On a perturbation approach for the analysis of stochastic tracking algorithms

AU - Aguech, R.

AU - Moulines, E.

AU - Priouret, P.

PY - 2000/12/1

Y1 - 2000/12/1

N2 - In this paper, a perturbation expansion technique is introduced to decompose the tracking error of a general adaptive tracking algorithm in a linear regression model. This method results in a tracking error bound and tight approximate expressions for the moments of the tracking error. These expressions allow the evaluation, both qualitatively and quantitatively, of the impact of several factors on the tracking error performance.

AB - In this paper, a perturbation expansion technique is introduced to decompose the tracking error of a general adaptive tracking algorithm in a linear regression model. This method results in a tracking error bound and tight approximate expressions for the moments of the tracking error. These expressions allow the evaluation, both qualitatively and quantitatively, of the impact of several factors on the tracking error performance.

KW - Adaptive tracking algorithms

KW - Expansion techniques

KW - Performance analysis

U2 - 10.1137/S0363012998333852

DO - 10.1137/S0363012998333852

M3 - Article

AN - SCOPUS:0034437579

SN - 0363-0129

VL - 39

SP - 872

EP - 899

JO - SIAM Journal on Control and Optimization

JF - SIAM Journal on Control and Optimization

IS - 3

ER -

On a perturbation approach for the analysis of stochastic tracking algorithms

Abstract

Keywords

Access to Document

Fingerprint

Cite this