Statistical Analysis of the LMS (Last Mean Squares) and Modified Stochastic Gradient.

Abstract

Research on the stochastic behavior of the last mean squares (LMS) and related algorithms has yielded results in four majors. Significant progress has been made in determining the joint transient and steady state probability density functions of the time domain LMS weights for gaussian jammers. The effects of non-linearities on the time domain LMS algorithm have been analyzed. Keywords: Transient behavior of arbitrary linear filters; Joint probability density functions; Weighting functions; Spread spectrum communications; Adaptive filtering.

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Document Details

Document Type
Technical Report
Publication Date
Apr 07, 1988
Accession Number
ADA195497

Entities

People

  • Bershad

Organizations

  • University of California, Irvine

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Classification
  • Electrical Engineering
  • Filters
  • Frequency Domain
  • Mathematical Models
  • Models
  • Narrowband
  • Power Levels
  • Probability
  • Probability Density Functions
  • Random Variables
  • Signal Processing
  • Spread Spectrum
  • Statistical Analysis
  • Steady State
  • Time Domain

Fields of Study

  • Engineering

Readers

  • Approximation Theory.
  • Phased Array Antenna Design.
  • Plasma Physics / Magnetohydrodynamics