Error bounds of constant gain least-mean-squares algorithms

Autor:	Liu, Chang, Clark, Antwan D.
Rok vydání:	2024
Předmět:	Electrical Engineering and Systems Science - Signal Processing Electrical Engineering and Systems Science - Systems and Control
Druh dokumentu:	Working Paper
Popis:	Constant gain least-mean-squares (LMS) algorithms have a wide range of applications in trajectory tracking problems, but the formal convergence of LMS in mean square is not yet fully established. This work provides an upper bound on the constant gain that guarantees a bounded mean-squared error of LMS for a general design vector. These results highlight the role of the fourth-order moment of the design vector. Numerical examples demonstrate the applicability of this upper bound in setting a constant gain in LMS, while existing criteria may fail. We also provide the associated error bound, which can be applied to design vectors with linearly dependent elements. Comment: 6 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2401.11333 Zobrazit plný text záznamu View this record from Arxiv