A roundoff error analysis of the LMS adaptive algorithm

DOI10.1109/TASSP.1984.1164286zbMath0577.65148MaRDI QIDQ3698259

Bede Liu, Christos Caraiscos

Publication date: 1984

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

rounding; output error; infinite precision arithmetic; input data quantization; least mean square adaptive algorithm

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

93E11: Filtering in stochastic control theory

65G50: Roundoff error

65C99: Probabilistic methods, stochastic differential equations

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