Locally optimum adaptive signal processing algorithms

@article{Moustakides1998LocallyOA,
  title={Locally optimum adaptive signal processing algorithms},
  author={George V. Moustakides},
  journal={IEEE Trans. Signal Processing},
  year={1998},
  volume={46},
  pages={3315-3325}
}
We propose a new analytic method for comparing constant gain adaptive signal processing algorithms. Specifically, estimates of the convergence speed of the algorithms allow for the definition of a local measure of performance, called the efficacy, that can be theoretically evaluated. By definition, the efficacy is consistent with the fair comparison techniques used in signal processing applications. Using the efficacy as a performance measure, we prove that the LMS-Newton algorithm is optimum… CONTINUE READING

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