Performance analysis of least mean square algorithm for time-varying systems (Q2745614)

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scientific article; zbMATH DE number 1654911
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Performance analysis of least mean square algorithm for time-varying systems
scientific article; zbMATH DE number 1654911

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    5 July 2002
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    least mean squares algorithms
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    parameter estimation
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    convergence analysis
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    Performance analysis of least mean square algorithm for time-varying systems (English)
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    The paper studies the convergence of least mean squares algorithms for parameter estimation of discrete-time deterministic or stochastic systems. The analysis is accomplished without stationarity and ergodicity assumptions, and conditions for the minimization of a suitable upper bound on the estimation error are provided.
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