On decision-directed estimation and stochastic approximation (Corresp.)

  • Authors:
  • Tzay Young;A. Farjo

  • Affiliations:
  • -;-

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 2006

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Abstract

A decision-directed scheme for estimating the mean is expressed as a stochastic approximation algorithm. The algorithm is shown to converge, but not to the true value, by means of the theory of stochastic approximation. A modification of the algorithm that converges to the true value is presented.