Title :
Further results on the control-theoretic analysis of the LMS algorithm
Author_Institution :
Dept. of Inf. Eng. Chinese Univ. of Hong Kong, Shatin, Hong Kong
fDate :
2/1/1993 12:00:00 AM
Abstract :
The results of the control-theoretic analysis of the least-mean-square (LMS) algorithm proposed by the author (1990) to include the case of nonwhite input data are extended and redefined. It is shown that, under some mild assumptions, the contribution of the cross power spectra (between the plant variation and the gradient noise) to the total error is negligible
Keywords :
control theory; least squares approximations; LMS algorithm; control-theoretic analysis; cross power spectra; nonwhite input data; total error; Algorithm design and analysis; Control systems; Feedback control; Finite impulse response filter; Least squares approximation; Noise measurement; Random processes; Signal processing algorithms; System analysis and design; Time domain analysis;
Journal_Title :
Signal Processing, IEEE Transactions on
