On the Statistical Efficiency of the LMS Family of Adaptive Algorithms

Proceedings of the International Joint Conference on Neural Networks

Volumn 4, Issue , 2003, Pages 2872-2880

  Widrow, Bernard ^a   Kamenetsky, Max ^a  

^a Stanford University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ADAPTIVE ALGORITHMS; ERROR STATISTICS; LEAST SQUARES APPROXIMATIONS; OPTIMAL CONTROL SYSTEMS; STATISTICAL METHODS;

NEWTON ALGORITHM;

LEARNING SYSTEMS;

EID: 0141480912     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (12)

1. B. Widrow and S. D. Stearns, Adaptive Signal Processing, Prentice Hall, Upper Saddle River, NJ, 1985.
2. B. Widrow, P. Mantey, L. Griffiths, and B. Goode, "Adaptive antenna systems," Proc. IEEE, vol. 55, no. 12, pp. 2143-2159, Dec. 1967.
3. B. Widrow, J. R. Glover, Jr., J. M. McCool, J. Kaunitz, C. S. Williams, R. H. Hearn, J. R. Zeidler, E. Dong, Jr., and R. C. Goodlin, "Adaptive noise cancelling: Principles and applications," Proc. IEEE, vol. 63, no. 12, pp. 1692-1716, Dec. 1975.
4. J. G. Proakis, Digital Communications, chapter 11, McGraw-Hill, New York, 4th edition, 2001.
5. M. Ghogho, M. Ibnkahla, and N. J. Bershad, "Analytic behavior of the LMS adaptive line enhancer for sinusoids corrupted by multiplicative and additive noise," IEEE Trans. Signal Process., vol. 46, no. 9, pp. 2386-2393, Sep. 1998.
6. B. Widrow and E. Walach, Adaptive Inverse Control, Prentice Hall, Upper Saddle River, NJ, 1996.
7. B. Widrow and M. E. Hoff, "Adaptive switching circuits," in IRE WESCON Conv. Rec., 1960, vol. 4, pp. 96-104.
8. P. J. Werbos, Beyond Regression: New Tools for Prediction and Analysis in the Behavioral Sciences, Ph.D. thesis, Harvard University, Cambridge, MA, August 1974.
9. T. Kailath, A. H. Sayed, and B. Hassibi, Linear Estimation, Prentice Hall, Upper Saddle River, NJ, 2000.
10. B. Widrow, J. McCool, M. G. Larimore, and C. R. Johnson, Jr., "Stationary and nonstationary learning characteristics of the LMS adaptive filter," Proc. IEEE, vol. 64, no. 8, pp. 1151-1162, Aug. 1976.
11. B. Widrow and M. Kamenetsky, "On the efficiency of adaptive algorithms," in Least-Mean-Square Adaptive Filters, S. Haykin and B. Widrow, Eds. John Wiley & Sons, New York, 2003.
12. B. Widrow and E. Walach, "On the statistical efficiency of the LMS algorithm with nonstationary inputs," IEEE Trans. Inf. Theory, vol. IT-30, no. 2, pp. 211-221, Mar. 1984.