• DocumentCode
    814616
  • 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
  • Volume
    35
  • Issue
    4
  • fYear
    1988
  • fDate
    4/1/1988 12:00:00 AM
  • Firstpage
    470
  • Lastpage
    474
  • 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;
  • fLanguage
    English
  • Journal_Title
    Circuits and Systems, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0098-4094
  • Type

    jour

  • DOI
    10.1109/31.1768
  • Filename
    1768