On the properties of the reduction-by-composition LMS algorithm

DOI10.1109/82.803485MaRDI QIDQ2733068zbMATH OpenOpenAlexFDO

Authors S.-G. Chen, Yung-An Kao, Ching-Yeu Chen

Publication date 2 August 2002

Published in IEEE Transactions on Circuits and Systems. II: Analog and Digital Signal Processing (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/8bf08cbff74a65b430c8c1804efd99bf8fb411a8

zbMATH Keywords

adaptive filteringadaptive signal processingconvergencemean square convergencereduction-by-composition least mean square algorithmtuning parameters

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24)

Review text

The authors investigate some statistical properties of the reduction-by-composition least mean square adaptive filtering algorithm introduced by \textit{S. G. Chen, Y. A. Kao} and \textit{C. Y. Chen} [IEEE Trans. Circuits Syst. II 43, 372-378 (1996)]. They establish mean and mean square convergence, provide recommendations for the choice of the tuning parameters and report simulation results in support of the theoretical findings.

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