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Ist IEEEAnnu Commun Con$ , pp 763-767 S C DOUGLAS D T H -Y MENG AN (1994a), Stochastic gradient adaptation under general error criterion, IEEE Trans Signal Processing, vol 42, no 6, pp 1335-1351 S C DOUGLAS T H -Y MENG AND (1994b) Normalized data nonlinearities for LMS adaptation, IEEE Trans Signal Process, vol 42, no 6, pp 1352-1365 S C DOUGLAS W PAN AND (1995), Exact expectation analysis of the LMS adaptive filter, IEEE Trans Signal Process, vol 43, no 12, pp 2863-2871 J DURBIN (1960), The fitting of time series models, Rev L lnstitut Intl de Statisrique, vol 28, pp 233-244 R DURRETT (1996), Probability: Theory and Examples, Duxbury Press, 2nd edition D L DUTTWEILER (1982), Adaptive filter performance with nonlinearities in the correlation multiplier; IEEE Trans Acoust Speech Signal Process, vol 30, no 4, pp 578-586 P DYERAND S R MCREYNOLDS (1969).

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Debt Securities A debt security is one that represents a creditor relationship with another organization The other organization owes the government funds, evidenced by some type of security Debt securities are found in the form of bonds and notes Treasury bills are another form of debt security, as is a collateralized mortgage obligation (CMO) that is issued in equity form but is accounted for as a nonequity investment Thus, debt securities would include US Treasury securities, US government agency securities, municipal securities, corporate bonds, convertible debt, commercial paper, negotiable certificates of deposit, and interest-only and principal-only strips GASBS 31 states that certain contracts, specifically option contracts, financial futures contracts, and forward contracts, are not considered debt securities Debt securities are reported in the financial statements at their fair value The term fair value is now used instead of the once-common term market value.

The new term indicates that an investment s fair value may be determined even if there is no actual, well-defined market for an investment Fair value represents the amount at which a financial instrument could be exchanged in a current transaction between willing parties, other than a forced sale or liquidation In determining the fair value of a debt instrument, the particular security might not be traded in the marketplace The government would use market value of a similar security, such as one with the same maturity, interest rate, and credit rating of the issuer, to estimate the fair value of its own debt security Equities The accounting for equities (such as common stocks) is more complicated GASBS 31 requires that equity securities with readily determinable fair values be recorded at fair value in the financial statements.

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Extension of square-root filtering to include process noise, J Optimiz Theory Appl, vol 3, pp 444459 E ELEFTHERIOU D D FALCONER Tracking properties and steady-state performance of RLS AND (1986), adaptive filter algorithms, IEEE Trans Acoust Speech Signal Process, vol 34, pp 1097-1 110 E ELEFTHERIOU D D FALCONER Adaptive equalization techniques for HF channels, ZEEE AND (1987), J Selected Areas in Commun, vol 5 , pp 238-247 S J ELLIOTT AND P A NELSON (1993), Active noise control, IEEE Signal Process Magaz, vol 1, no 4, pp 12-35 0 K ERSOY (1997), Fourier-Related Transfonns, Fast Algorithms, and Applications, Prentice-Hall, Englewood Cliffs, NJ E EWEDA (1990a), Analysis and design of signed regressor LMS algorithm for stationary and nonstationary adaptive filtering with correlated Gaussian data, IEEE Trans Circuits Sysr, vol 37, no 11, pp 1367-1374 E.

The fair value of equities is considered to be readily determinable if sales prices or bid-and-asked quotations are currently available on a securities exchange registered with the United States Securities and Exchange Commission, or in the over-the-counter market, provided that those prices are.

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EWEDA (1990b), Optimum step size of the sign algorithm for nonstationary adaptive filtering, IEEE Trans Acoust Speech Signal Process, vol 38, no 11, pp 1897-1901 E EWEDA (1992), Convergence analysis and design of an adaptive filter with finite-bit-power-of-twoquantizer error; IEEE Trans Circuits Syst II: Analog and Digital Signal Processing, vol 39, pp 113-1 15 E EWEDA (1994), Comparison of RLS, LMS, and sign algorithms for tracking randomly time-varying channels, IEEE Trans Signal Process, vol 42, no 11, pp 2937-2944 E EWEDA (1997) A quantitative and tracking comparison of two adaptive echo cancellation algorithms, Signal Processing, vol 59, pp 285-290 E EWEDA N D 0 MACCHI A (1985), Tracking error bounds of adaptive nonstationary filtering, Automarica, pp 296-302 E EWEDA, M YOUNIS, S H EL-RAMLY W AND (1998), Tracking performance of a quantized adaptive filter equipped with the sign algorithm, Signal Processing, vol 69, no 2, pp 157-162 E.

Ep(i)le,(i)12 = Tr(Q)

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Purtial D[fferentiul Equutions und the Finite Element Method. By Pave1 Solin Copyright @ 2 0 6 John Wiley & Sons, Inc.

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