J . B. Foley and F. M. Boland, A Note on the Convergence Analysis of LMS Adaptive Filters with Gaussian Data, 1988, 1809-1810
IEEE Transactions on Acoustics, Speech and Signal Processing 16 7
Necessary and sufficient conditions fur the convergence of
LMS adaptive filters with Gaussian data have been established by
Horowitz and Senne , with the recent support of Feuer and Weinstein
. A feature of both of these studies is the necessity to investigate
hounds on the roots of rather unwieldy characteristic equations. This
note shows how such an investigation can be avoided through the use
of a theorem of Gantmacher [SI. In formally applying this theorem,
similar results to those of the above studies are obtained in a precise
and straightforward manner.
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