Title :
Further results on the joint characteristic function of the complex scalar LMS adaptive weight
Author :
Bershad, Neil J.
Author_Institution :
Dept. of Electr. Eng., California Univ., Irvine, CA, USA
fDate :
4/1/1988 12:00:00 AM
Abstract :
Further results are obtained for the joint characteristic function of the single-weight complex-scalar LMS adaptive algorithm. An expression for the conditional characteristic function of the complex weight at time n+1, given the complex weight at time n, is derived. This result is used to obtain a partial differential-difference equation for the characteristic function of the complex weight, in agreement with previous results obtained by another method
Keywords :
difference equations; filtering and prediction theory; partial differential equations; signal processing; complex weight; complex-scalar LMS adaptive algorithm; conditional characteristic function; joint characteristic function; partial differential-difference equation; Additives; Algorithm design and analysis; Circuits and systems; Convergence; Least squares approximation; Mean square error methods; Quantization; Signal to noise ratio; Steady-state; Upper bound;
Journal_Title :
Circuits and Systems, IEEE Transactions on
