A Full Mean Square Analysis of CLMS for Second-Order Noncircular Inputs - Yili Xia; Mandic, Danilo P. (IEEE transactions on signal processing, 2017)
Keywords: Algorithm design and analysis; approximate uncorrelating transform (AUT); complementary mean square convergence analysis; Complex LMS (CLMS); Computer simulation; Convergence; Covariance matrices; Covariance matrix; Estimation; Mathematical analysis; Matrix algebra; Matrix methods; Mean square error methods; Mean square values; Performance assessment; second order noncircularity (improperness); Singular value decomposition; Steady state; System identification