A Note on the Convergence Analysis of LMS Adaptive Filters with Gaussian Data
BOLAND, FRANCIS MORGAN
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Citation:J . B. Foley and F. M. Boland, A Note on the Convergence Analysis of LMS Adaptive Filters with Gaussian Data, 1988, 1809-1810
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.
Keywords:LMS adaptive filters
Publisher:ISI Web of Science
Series/Report no:IEEE Transactions on Acoustics, Speech and Signal Processing