Robustized recursive estimation with applications |
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Authors: | James Evans Paul Kersten Ludwik Kurz |
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Affiliation: | Bell Telephone Laboratories, Holmdel, New Jersey 07733 U.S.A.;Polytechnic Institute of New York, Brooklyn, N.Y. 11201 U.S.A.;Polytechnic Institute of New York, Department of Electrical Engineering and Electrophysics, Brooklyn, N.Y. 11201 USA |
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Abstract: | In this paper two convergence theorems for the robustized scalar versions of the Robbins-Monro and the Kiefer-Wolfowitz procedures are presented. In addition, two information processing oriented examples are included which illustrate these recursive estimators and their robustness. |
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