Stochastic Analysis of the LMS and NLMS Algorithms for Cyclostationary White Gaussian Inputs - Bershad, Neil J.; Eweda, Eweda; Bermudez, Jose C. M. (IEEE transactions on signal processing, 2014)
Keywords: Adaptation models; Adaptive filters; Algorithm design and analysis; Algorithms; analysis; Analytical models; Applied sciences; Computer simulation; Detection, estimation, filtering, equalization, prediction; Exact sciences and technology; Gaussian; Information, signal and communications theory; Least squares approximations; LMS algorithm; Mathematical model; Mathematical models; NLMS algorithm; Optimization; Signal and communications theory; Signal processing; Signal processing algorithms; Signal, noise; stochastic algorithms; Stochasticity; Telecommunications and information theory; Transaction processing; Vectors; Performance evaluation; Monte Carlo method; stochastic algorithms; Non stationary system; Input signal; Non-local means method; Random walk; Adaptive filters; Non stationary condition; Adaptive filter; Non stationary process; Stochastic process; analysis; Algorithm; Time variation; Stochastic analysis; Gaussian process; Signal processing; LMS algorithm; Numerical simulation; System identification; Mathematical model; Least mean squares methods; NLMS algorithm