Momentum LMS Theory beyond Stationarity: Stability, Tracking, and Regret
超越平稳性的动量LMS理论:稳定性、跟踪与遗憾
机构 * School of Advanced Interdisciplinary Sciences, University of Chinese Academy of Sciences(中国科学院大学先进交叉学科学院) ; State Key Laboratory of Mathematical Sciences, Academy of Mathematics and Systems Science, Chinese Academy of Sciences(中国科学院数学科学国家重点实验室) ; School of Mathematical Sciences, University of Chinese Academy of Sciences(中国科学院大学数学科学学院)
AI总结 本文研究动量最小均方算法在非平稳时变线性系统中的跟踪性能与遗憾界,通过分析二阶时变随机向量差分方程,证明其快速适应和鲁棒跟踪能力。
Comments 9 pages, 3 figures