Under mild conditions on the observation processes the almost sure convergence properties of linear stochastic approximation are summarized for least squares and for some of its applications: adaptive filtering, echo cancellation, detection of binary data in Gaussian noise, identification, and linear classification.
No takes yet. Share an insight, caveat, or question.
László Györfi (1984) studied this question.
Synapse has enriched 5 related papers. Consider them for comparative context: