TY - GEN
T1 - Almost sure convergence of the normed LMS algorithm with error feedback delay
AU - Voltz, Peter J.
PY - 1993
Y1 - 1993
N2 - In some applications of LMS type adaptive algorithms, it is necessary to implement a variant of the algorithm with feedback delay in the weight update calculation. In this paper we consider the normed version of such an algorithm and show that the algorithm converges exponentially if the update gain parameter, μm, is sufficiently small. The result is first proved for inputs which satisfy a standard deterministic mixing condition, and then the development is extended to the case when the input may not be strictly mixing, but is instead a stationary ergodic vector sequence with positive definite autocorrelation.
AB - In some applications of LMS type adaptive algorithms, it is necessary to implement a variant of the algorithm with feedback delay in the weight update calculation. In this paper we consider the normed version of such an algorithm and show that the algorithm converges exponentially if the update gain parameter, μm, is sufficiently small. The result is first proved for inputs which satisfy a standard deterministic mixing condition, and then the development is extended to the case when the input may not be strictly mixing, but is instead a stationary ergodic vector sequence with positive definite autocorrelation.
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M3 - Conference contribution
AN - SCOPUS:0027814135
SN - 0818641207
T3 - Conference Record of the Asilomar Conference on Signals, Systems & Computers
SP - 179
EP - 183
BT - Conference Record of the Asilomar Conference on Signals, Systems & Computers
A2 - Singh, Avtar
PB - Publ by IEEE
T2 - Proceedings of the 27th Asilomar Conference on Signals, Systems & Computers
Y2 - 1 November 1993 through 3 November 1993
ER -