An inequality by which to adjust the LMS algorithm step-size

DOI10.1109/26.380197zbMath0979.93124OpenAlexW2167780150MaRDI QIDQ2726598

Jiangnan Chen, Roland Priemer

Publication date: 29 January 2002

Published in: IEEE Transactions on Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/26.380197

zbMATH Keywords

parameter estimationconvergence rateleast mean square algorithmautomatic step size adjustmentsteady-state parameter estimation errorsstep size adjustment

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)