CONVERGENCE STUDIES OF RECURRENT ALGORITHM ESTIMATION FOR CONSTANT LEVEL SIGNALS

A.L.Bulianitsa, D.A.Burylov

Institute for Analytical Instrumentation RAS, St.Petersburg

The convergence of estimation for constant level signals in the presence of additive noise in the form of random values with an arbitrary distribution law, based on the stochastic approximation algorithm, is investigated. The convergence is proved M. Aoki’s stochastic approach. It has been found that the estimation converges for any noise distribution law and estimator parameters.