Title
Mean Weight Behavior of the NLMS Algorithm for Correlated Gaussian Inputs.
Abstract
This letter presents a novel approach for evaluating the mean behavior of the well known normalized least mean squares (NLMS) adaptive algorithm for a circularly correlated Gaussian input. The mean analysis of the NLMS algorithm requires the calculation of some normalized moments of the input. This is done by first expressing these moments in terms of ratios of quadratic forms of spherically symme...
Year
DOI
Venue
2011
10.1109/LSP.2010.2090142
IEEE Signal Processing Letters
Keywords
Field
DocType
Algorithm design and analysis,Random variables,Symmetric matrices,Correlation,Mathematical model,Estimation error,Convergence
Least mean squares filter,Mathematical optimization,Random variable,Algorithm design,Quadratic form,Algorithm,Symmetric matrix,Gaussian,Cumulative distribution function,Adaptive algorithm,Mathematics
Journal
Volume
Issue
ISSN
18
1
1070-9908
Citations 
PageRank 
References 
3
0.39
12
Authors
3
Name
Order
Citations
PageRank
Tareq Y. Al-Naffouri1969108.71
Muhammad Moinuddin210320.63
Muhammad S. Sohail3143.73