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Performance of LMS algorithm as a function of input signal pole loci

Performance of LMS algorithm as a function of input signal pole loci

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The degree to which the performance of the adaptive LMS transversal filter depends on the ratio of the extreme eigen-values of the input autocorrelation matrix is investigated. Subsequently, performance is related to the spectral properties of the input signal via a study of the relationship between the eigenvalues and the loci of the poles characterising the input signal.

References

    1. 1)
      • B. Widrow , R. Kalman , N. Declaris . (1970) Adaptive filters, Aspects of network and system theory.
    2. 2)
      • B. Widrow , J.M. McCool , M.G. Larimore , C.R. Johnson . Stationary and nonstationary learning characteristics of the LMS adaptive filters. Proc. IEEE , 1151 - 1162
http://iet.metastore.ingenta.com/content/journals/10.1049/el_19870341
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