DocumentCode
851800
Title
Further results on the control-theoretic analysis of the LMS algorithm
Author
Kwong, C.P.
Author_Institution
Dept. of Inf. Eng. Chinese Univ. of Hong Kong, Shatin, Hong Kong
Volume
41
Issue
2
fYear
1993
fDate
2/1/1993 12:00:00 AM
Firstpage
943
Lastpage
946
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;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.193232
Filename
193232
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