|"JOURNAL OF RADIOELECTRONICS" N 9, 2001|
Algorithms of adaptation of parameters of filtrational estimations of signals on the basis of procedures of stochastic approximation with restriction of a trajectory
S. P. Pirogov, J. S. Rasshchepljaev,
Rostov-on-Don Military Institute
Received October 10, 2001
The task of parametrical adaptation of filtrational estimations of casual processes by a method of stochastic approximation in scalar variant when these estimations are determined to within one parameter is considered. Updatings a procedure of Robbins-Monroe for a case when some finite interval of time inside which optimum value of this parameter lays is known are resulted. In the offered variants limiting the trajectory determined by a traditional procedure that allows to weaken conditions of convergence is carried out. The proof of convergence is given. The illustrative example is given.