Title :
Analysis of LMS algorithm with inputs from cyclostationary random processes
Author :
McLernon, Des C.
Author_Institution :
Dept. of Electr. & Electron. Eng., South Bank Polytech., London, UK
Abstract :
The least mean square (LMS) algorithm is investigated for inputs from nonstationary random processes having periodic (period P) statistics. By defining P different coefficient vectors, each vector can be shown to converge in the mean´ to a biased solution which is dependent upon the algorithm step size mu .
Keywords :
correlation theory; filtering and prediction theory; least squares approximations; random processes; signal processing; LMS algorithm; algorithm step size; biased solution; coefficient vectors; cyclostationary random processes; information theory; least mean square; random process inputs;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19910089
