Almost-sure sample stability of the continuous-time LMS algorithm

Peter Voltz, Frank Kozin

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Consideration is given to the stability properties of the conventional continuous-time LMS algorithm. The algorithm is investigated for the case of stationary ergodic inputs, and a necessary and sufficient condition for exponential almost-sure convergence is presented. This condition is shown to be less restrictive than the well-known persistency of excitation condition. Also, the authors point out and clarify an apparently common error regarding the connection between persistency of excitation and positive-definite autocorrelation in stationary ergodic vector waveforms.

Original languageEnglish (US)
Title of host publicationICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
PublisherPubl by IEEE
Pages1253-1256
Number of pages4
Volume3
StatePublished - 1990
Event1990 International Conference on Acoustics, Speech, and Signal Processing: Speech Processing 2, VLSI, Audio and Electroacoustics Part 2 (of 5) - Albuquerque, New Mexico, USA
Duration: Apr 3 1990Apr 6 1990

Other

Other1990 International Conference on Acoustics, Speech, and Signal Processing: Speech Processing 2, VLSI, Audio and Electroacoustics Part 2 (of 5)
CityAlbuquerque, New Mexico, USA
Period4/3/904/6/90

Fingerprint

Autocorrelation
autocorrelation
excitation
waveforms

ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering
  • Acoustics and Ultrasonics

Cite this

Voltz, P., & Kozin, F. (1990). Almost-sure sample stability of the continuous-time LMS algorithm. In ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings (Vol. 3, pp. 1253-1256). Publ by IEEE.

Almost-sure sample stability of the continuous-time LMS algorithm. / Voltz, Peter; Kozin, Frank.

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. Vol. 3 Publ by IEEE, 1990. p. 1253-1256.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Voltz, P & Kozin, F 1990, Almost-sure sample stability of the continuous-time LMS algorithm. in ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. vol. 3, Publ by IEEE, pp. 1253-1256, 1990 International Conference on Acoustics, Speech, and Signal Processing: Speech Processing 2, VLSI, Audio and Electroacoustics Part 2 (of 5), Albuquerque, New Mexico, USA, 4/3/90.
Voltz P, Kozin F. Almost-sure sample stability of the continuous-time LMS algorithm. In ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. Vol. 3. Publ by IEEE. 1990. p. 1253-1256
Voltz, Peter ; Kozin, Frank. / Almost-sure sample stability of the continuous-time LMS algorithm. ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. Vol. 3 Publ by IEEE, 1990. pp. 1253-1256
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