• DocumentCode
    1103890
  • Title

    LMS adaptation with correlated data--A scalar example

  • Author

    Bershad, Neil J. ; Qu, Lian Zuo

  • Author_Institution
    University of California, Irvine, CA, USA
  • Volume
    32
  • Issue
    4
  • fYear
    1984
  • fDate
    8/1/1984 12:00:00 AM
  • Firstpage
    695
  • Lastpage
    700
  • Abstract
    In this note, the statistical behavior of the complex scalar LMS adaptation algorithm is investigated when the input data stream consists of statistically dependent inputs. The asymptotic time constant of the mean behavior of the algorithm is evaluated, taking into account the time correlation properties of the input data sequence. It is shown that the behavior of the correlated data case does not degrade significantly from the uncorrelated case until the input sequence is very highly correlated (ρ > 0.99).
  • Keywords
    Adaptive filters; Algorithm design and analysis; Covariance matrix; Degradation; Difference equations; Error correction; Frequency domain analysis; Helium; Least squares approximation; Steady-state;
  • fLanguage
    English
  • Journal_Title
    Acoustics, Speech and Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0096-3518
  • Type

    jour

  • DOI
    10.1109/TASSP.1984.1164388
  • Filename
    1164388
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1103890