A remark on the stability of the l.m.s. tracking algorithm

Authors: P. Priouret ^a; A.Yu Veretenikov ^b

Affiliations:	^a Laboratoire de Probabilits, Universit Pierre et Marie Curie, Paris Cedex 05, France
	^b Institute for Information Transmission, Moscow, Russia

DOI: 10.1080/07362999808809521

Publication Frequency: 6 issues per year

Published in: journal

Subjects: Statistics & Probability; Stochastic Models & Processes;

Formats available: PDF (English)

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We give an L^p stability result for the random matrix solution Z_n of ./LSAA_A_8809521_O_XML_IMAGES/LSAA_A_8809521_O_ILM0001.gif

where

_n is an unbounded regressor having a Markovian representation

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