Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Sign-Error Adaptive Filtering Algorithms for Markovian Parameters   Motivated by reduction of computational complexity, this work develops
sign-error adaptive filtering algorithms for estimating time-varying system
parameters. Different from the previous work on sign-error algorithms, the
parameters are time-varying and their dynamics are modeled by a discrete-time
Markov chain. A distinctive feature of the algorithms is the multi-time-scale
framework for characterizing parameter varia- tions and algorithm updating
speeds. This is realized by considering the stepsize of the estimation
algorithms and a scaling parameter that defines the transition rates of the
Markov jump process. Depending on the relative time scales of these two pro-
cesses, suitably scaled sequences of the estimates are shown to converge to
either an ordinary differential equation, or a set of ordinary differential
equations modulated by random switching, or a stochastic differential equation,
or stochastic differential equa- tions with random switching. Using weak
convergence methods, convergence and rates of convergence of the algorithms are
obtained for all these cases.

28
The categories of this paper are: alg-geom
13
The categories of this paper are: quant-ph
35
The categories of this paper are: mtrl-th
3
The categories of this paper are: physics
12
The categories of this paper are: nucl-th
26
The categories of this paper are: bayes-an
9
The categories of this paper are: nlin
5
The categories of this paper are: gr-qc
30
The categories of this paper are: q-alg
10
The categories of this paper are: q-bio
23
The categories of this paper are: solv-int
8
The categories of this paper are: hep-ex
20
The categories of this paper are: acc-phys
24
The categories of this paper are: dg-ga
32
The categories of this paper are: atom-ph
31
The categories of this paper are: ao-sci