A roundoff error analysis of the LMS adaptive algorithm

DOI10.1109/TASSP.1984.1164286zbMath0577.65148OpenAlexW2100710931MaRDI QIDQ3698259

Bede Liu, Christos Caraiscos

Publication date: 1984

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tassp.1984.1164286

zbMATH Keywords

roundingoutput errorinfinite precision arithmeticinput data quantizationleast mean square adaptive algorithm

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Roundoff error (65G50) Probabilistic methods, stochastic differential equations (65C99)

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Stability of the quantized LMS algorithm

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