On the variance of the Least Mean Square squared-error sample curve

التفاصيل البيبلوغرافية
العنوان: On the variance of the Least Mean Square squared-error sample curve
المؤلفون: Maruo, Marcos H., Bermudez, José Carlos M.
سنة النشر: 2023
المجموعة: Statistics
مصطلحات موضوعية: Statistics - Methodology, Statistics - Computation
الوصف: Most studies of adaptive algorithm behavior consider performance measures based on mean values such as the mean-square error. The derived models are useful for understanding the algorithm behavior under different environments and can be used for design. Nevertheless, from a practical point of view, the adaptive filter user has only one realization of the algorithm to obtain the desired result. This letter derives a model for the variance of the squared-error sample curve of the least-mean-square (LMS) adaptive algorithm, so that the achievable cancellation level can be predicted based on the properties of the steady-state squared error. The derived results provide the user with useful design guidelines.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2312.00185
رقم الأكسشن: edsarx.2312.00185
قاعدة البيانات: arXiv