A Comment on Leakage in Adaptive Algorithms
1992 (English)Report (Other academic)
By "leakage" in adaptive control and adaptive signal processing algorithm is understood that a pull term towards a given parameter value is introduced. Leakage has been introduced both as trick to be able to prove certain convergence results as an ad hoc means for obtaining less drifting parameters. Leakage is the same as regularization and we explain what benefits - from an estimation point of view - this gives.
Place, publisher, year, edition, pages
Linköping: Linköping University , 1992.
LiTH-ISY-I, ISSN 8765-4321 ; 1344
Leakage, Regularization, Variance reduction
IdentifiersURN: urn:nbn:se:liu:diva-95848OAI: oai:DiVA.org:liu-95848DiVA: diva2:638312