By Topic

Analytical probability density functions for LMS adaptive filters using the Fokker-Planck equation

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Alexander, S.T. ; Dept. of Electr. & Comput. Eng., North Carolina State Univ., Raleigh, NC, USA ; Stonic, V.L.

Analytical expressions for the theoretical probability density function (pdf) of the LMS (least mean square) adaptive filter weights are obtained for the steady state. The LMS update is formulated as a stochastic differential equation and the weight PDF is derived as the solution to the Fokker-Planck equation. The application of systems identification is examined, and closed-form solutions are obtained for the steady-state PDF for the LMS weights. Only the steady-state PDFs are found for a system identification problem, although the theory developed can also be applied to finding the time-varying PDFs during the adaptation phase

Published in:

Acoustics, Speech, and Signal Processing, 1991. ICASSP-91., 1991 International Conference on

Date of Conference:

14-17 Apr 1991