Analysis of continuous-time LMS adaptive filter weights using stochastic calculus and Fokker-Planck Kolmogorov equation (Q3545827)

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scientific article; zbMATH DE number 5381895
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    Analysis of continuous-time LMS adaptive filter weights using stochastic calculus and Fokker-Planck Kolmogorov equation
    scientific article; zbMATH DE number 5381895

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      11 December 2008
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      MS adaptive filter
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      stochastic differential equation
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      Fokker-Planck Kolmogorov equation
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      probability density function
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      system identification
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