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

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1 Author(s)
Bershad, N.J. ; Dept. of Electr. Eng., California Univ., Irvine, CA, USA

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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Circuits and Systems, IEEE Transactions on  (Volume:35 ,  Issue: 4 )