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Asymptotic convergence analysis of the projection approximation subspace tracking algorithms

โœ Scribed by Bin Yang


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
834 KB
Volume
50
Category
Article
ISSN
0165-1684

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In this paper consistency and asymptotic normality of the estimates of MOESP type of subspace algorithms are established under fairly general assumptions on the input process.