Almost-sure sample stability of the continuous-time LMS algorithm

Consideration is given to the stability properties of the conventional continuous-time LMS algorithm. The algorithm is investigated for the case of stationary ergodic inputs, and a necessary and sufficient condition for exponential almost-sure convergence is presented. This condition is shown to be...

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Bibliographic Details
Published inProceedings of the ... IEEE International Conference on Acoustics, Speech and Signal Processing (1998) pp. 1253 - 1256 vol.3
Main Authors Voltz, P.J., Kozin, F.
Format Conference Proceeding
LanguageEnglish
Published IEEE 1990
Subjects
Autocorrelation
Convergence
Least squares approximation
Stability
Sufficient conditions
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ISSN1520-6149
DOI10.1109/ICASSP.1990.115600

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Summary:Consideration is given to the stability properties of the conventional continuous-time LMS algorithm. The algorithm is investigated for the case of stationary ergodic inputs, and a necessary and sufficient condition for exponential almost-sure convergence is presented. This condition is shown to be less restrictive than the well-known persistency of excitation condition. Also, the authors point out and clarify an apparently common error regarding the connection between persistency of excitation and positive-definite autocorrelation in stationary ergodic vector waveforms.< >
ISSN:1520-6149
DOI:10.1109/ICASSP.1990.115600