Further results on the joint characteristic function of the complex scalar LMS adaptive weight

Further results are obtained for the joint characteristic function of the single-weight complex-scalar LMS adaptive algorithm. An expression for the conditional characteristic function of the complex weight at time n+1, given the complex weight at time n, is derived. This result is used to obtain a partial differential-difference equation for the characteristic function of the complex weight, in agreement with previous results obtained by another method.<
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