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...

Full description

Saved in:
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
Online AccessGet full text
ISSN1520-6149
DOI10.1109/ICASSP.1990.115600

Cover

Abstract 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.< >
AbstractList 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.< >
Author Kozin, F.
Voltz, P.J.
Author_xml – sequence: 1
  givenname: P.J.
  surname: Voltz
  fullname: Voltz, P.J.
  organization: Dept. of Electr. Eng. & Comput. Sci., Polytech Univ., Farmindale, NY, USA
– sequence: 2
  givenname: F.
  surname: Kozin
  fullname: Kozin, F.
  organization: Dept. of Electr. Eng. & Comput. Sci., Polytech Univ., Farmindale, NY, USA
BookMark eNotj8lOwzAARH0oEm3hB3ryD7h4ie34GFVsUhBIgXPllRolcRU7h_49QeX0NHN4mtmA1ZhGD8CO4D0hWD28Hpqu-9gTpf4KLjBegTXhFCNBKnULNjn_YIxrWdVr0DT9kHJBeZ48zHo49wuKNrGP5QJTgOXkoU1jieOc5oxKHDxs3zqo--80xXIa7sBN0H329__cgq-nx8_DC2rfn5cpLYoEVwU5xb1wVkrKmKEyMK65sFRKJy1fQnB1CCYoo53k1nItOVXCMUGDNiIwtgW7qzd674_nKQ56uhyvB9kvhkFJ_Q
ContentType Conference Proceeding
DBID 6IE
6IL
CBEJK
RIE
RIL
DOI 10.1109/ICASSP.1990.115600
DatabaseName IEEE Electronic Library (IEL) Conference Proceedings
IEEE Xplore POP ALL
IEEE Xplore All Conference Proceedings
IEEE Electronic Library (IEL)
IEEE Proceedings Order Plans (POP All) 1998-Present
DatabaseTitleList
Database_xml – sequence: 1
  dbid: RIE
  name: IEEE Electronic Library (IEL)
  url: https://proxy.k.utb.cz/login?url=https://ieeexplore.ieee.org/
  sourceTypes: Publisher
DeliveryMethod fulltext_linktorsrc
Discipline Engineering
EndPage 1256 vol.3
ExternalDocumentID 115600
GroupedDBID 23M
29P
6IE
6IF
6IH
6IK
6IL
6IM
6IN
AAJGR
AAWTH
ABLEC
ACGFS
ADZIZ
ALMA_UNASSIGNED_HOLDINGS
BEFXN
BFFAM
BGNUA
BKEBE
BPEOZ
CBEJK
CHZPO
IEGSK
IJVOP
IPLJI
M43
OCL
RIE
RIL
RNS
ID FETCH-LOGICAL-i104t-d95e6dc77233b27f35a56c277d7c535afd8ffbf9bad75cc5a75296d362fab6f33
IEDL.DBID RIE
ISSN 1520-6149
IngestDate Tue Aug 26 17:00:21 EDT 2025
IsPeerReviewed false
IsScholarly true
Language English
LinkModel DirectLink
MergedId FETCHMERGED-LOGICAL-i104t-d95e6dc77233b27f35a56c277d7c535afd8ffbf9bad75cc5a75296d362fab6f33
ParticipantIDs ieee_primary_115600
PublicationCentury 1900
PublicationDate 19900000
PublicationDateYYYYMMDD 1990-01-01
PublicationDate_xml – year: 1990
  text: 19900000
PublicationDecade 1990
PublicationTitle Proceedings of the ... IEEE International Conference on Acoustics, Speech and Signal Processing (1998)
PublicationTitleAbbrev ICASSP
PublicationYear 1990
Publisher IEEE
Publisher_xml – name: IEEE
SSID ssj0008748
Score 1.28872
Snippet Consideration is given to the stability properties of the conventional continuous-time LMS algorithm. The algorithm is investigated for the case of stationary...
SourceID ieee
SourceType Publisher
StartPage 1253
SubjectTerms Autocorrelation
Convergence
Least squares approximation
Stability
Sufficient conditions
Title Almost-sure sample stability of the continuous-time LMS algorithm
URI https://ieeexplore.ieee.org/document/115600
hasFullText 1
inHoldings 1
isFullTextHit
isPrint
link http://utb.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwjV07T8MwELagEyxAKeItD6xuQ53YyRhVVAVRVKlU6lb5CRVtgppkgF-PzynlIQY220Nk-aTcd4_vO4SueCKcXVlMAikpCS0NCKB8t5KKuqAotgoqusMHNpiEd9NoutbZ9lwYY4xvPjNtWPpavs5VBamyzjXQfl18vs1jVlO1Nj_dmPtBWc4bQTQUJp_8mCDp3PbS8XgEtDw4gC_8mKTiHUl_r2ZoF15_EPpHXtpVKdvq_Zc64z_vuI9aX4w9PNr4ogO0ZbIm2v0mNniI0nSxzIuSQEoQFwJUgbGDhr459g3nFjsoiKFzfZ5VeVUQmDqP74djLBZP-WpePi9baNK_eewNyHqAApm7KKskOokM08oBaEpll1saiYipLueaq8htrI6tlTaRQvNIqUhwqMJq59OskMxSeoQaWZ6ZY4SDUDCHRGQoaRAaqSRLHNSxlss41NzEJ6gJbzF7rTUyZvUznP55eoZ2wBh1IuMcNcpVZS6cay_lpTfqBzuWowM
linkProvider IEEE
linkToHtml http://utb.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwjV3NT8IwFG-MHtSLihi_7cFrYdJ23Y6ESECBkAAJN7J-KRE2w7aD_vX2bYgf8eCt7WFp-pK93_v4_R5CtyKMnF39gHhSUsIs9QigfLeSirqgKLAKKrr9gd-ZsIcpn651tgsujDGmaD4zNVgWtXydqBxSZfU7oP26-HyHM8Z4Sdba_HYDUYzKcv4I4iEWfjJkvLDebTVHoyEQ8-AAvvFjlkrhStoHJUc7LRQIoYPkpZZnsqbef-kz_vOWh6j6xdnDw403OkJbJq6g_W9yg8eo2VwskzQjkBTEaQS6wNiBw6I99g0nFjswiKF3fR7nSZ4SmDuPe_0RjhZPyWqePS-raNK-H7c6ZD1CgcxdnJURHXLja-UgNKWyISzlEfdVQwgtFHcbqwNrpQ1lpAVXikcC6rDaeTUbSd9SeoK24yQ2pwh7LPIdFpFMUo8ZqaQfOrBjrZAB08IEZ6gCbzF7LVUyZuUznP95eoN2O-N-b9brDh4v0B4YpkxrXKLtbJWbK-foM3ldGPgD9VimUA
openUrl ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=proceeding&rft.title=Proceedings+of+the+...+IEEE+International+Conference+on+Acoustics%2C+Speech+and+Signal+Processing+%281998%29&rft.atitle=Almost-sure+sample+stability+of+the+continuous-time+LMS+algorithm&rft.au=Voltz%2C+P.J.&rft.au=Kozin%2C+F.&rft.date=1990-01-01&rft.pub=IEEE&rft.issn=1520-6149&rft.spage=1253&rft.epage=1256+vol.3&rft_id=info:doi/10.1109%2FICASSP.1990.115600&rft.externalDocID=115600
thumbnail_l http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/lc.gif&issn=1520-6149&client=summon
thumbnail_m http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/mc.gif&issn=1520-6149&client=summon
thumbnail_s http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/sc.gif&issn=1520-6149&client=summon