Stochastic Analysis of the LMS Algorithm for System Identification With Subspace Inputs


This paper studies the behavior of the low-rank least mean squares (LMS) adaptive algorithm for the general case in which the input transformation may not capture the exact input subspace. It is shown that the Independence Theory and the independent additive noise model are not applicable to this case. A new theoretical model for the weight mean and… (More)
DOI: 10.1109/TSP.2007.908967

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