Almost-sure convergence of the continuous-time LMS algorithm

The authors consider the stability properties of the conventional continuous-time least mean square algorithm. The algorithm for the case of stationary ergodic inputs is investigated and a necessary and sufficient condition for exponential almost-sure convergence is presented. This condition is show...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	IEEE transactions on signal processing 1992-02, Vol.40 (2), p.395-401
Hauptverfasser:	Voltz, P.J., Kozin, F.
Format:	Artikel
Sprache:	eng
Schlagworte:	Adaptive arrays Adaptive control Autocorrelation Convergence Least squares approximation Stability Sufficient conditions System identification Vectors
Online-Zugang:	Volltext bestellen
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!