Blind Channel Identification Based on Noisy Observation by Stochastic Approximation Method |
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| Authors: | Hai-Tao Fang Han-Fu Chen |
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| Institution: | (1) Laboratory of Systems and Control, Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100080, P.R. China |
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| Abstract: | A stochastic approximation algorithm for estimating multichannel coefficients is proposed, and the estimate is proved to converge to the true parameters a.s. up-to a constant scaling factor. The estimate is updated after receiving each new observation, so the output data need not be collected in advance. The input signal is allowed to be dependent and the observation is allowed to be corrupted by noise, but no noise statistics are used in the estimation algorithm. |
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| Keywords: | Stochastic approximation blind identification on-line update noisy observation strong consistency |
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