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article · IEEE Signal Processing Letters · 2011

Probability Density of Weight Deviations Given Preceding Weight Deviations for Proportionate-Type LMS Adaptive Algorithms

Kevin T. Wagner, Milos I. Doroslovacki

Cited by 4Abstract and details only

Abstract

In this work, the conditional probability density function of the current weight deviations given the preceding weight deviations is generated for a wide array of proportionate type least mean square algorithms. The conditional probability density function is derived for colored input signals when noise is present as well as when noise is absent. Additionally, the marginal conditional probability density function for weight deviations is derived. Finally, potential applications of the derived conditional probability distributions are discussed and an example finding the steady-state probability distribution is presented.

Cite this paper

APA 7

Wagner, K. T., & Doroslovacki, M. I. (2011). Probability Density of Weight Deviations Given Preceding Weight Deviations for Proportionate-Type LMS Adaptive Algorithms. IEEE Signal Processing Letters, 18(11), 667–670. https://doi.org/10.1109/lsp.2011.2168816

MLA 9

Wagner, Kevin T., and Milos I. Doroslovacki. “Probability Density of Weight Deviations Given Preceding Weight Deviations for Proportionate-Type LMS Adaptive Algorithms.” IEEE Signal Processing Letters, vol. 18, no. 11, 2011, pp. 667–70, https://doi.org/10.1109/lsp.2011.2168816.

Chicago

Wagner, Kevin T., and Milos I. Doroslovacki. 2011. “Probability Density of Weight Deviations Given Preceding Weight Deviations for Proportionate-Type LMS Adaptive Algorithms.” IEEE Signal Processing Letters 18 (11): 667–70. https://doi.org/10.1109/lsp.2011.2168816.

Harvard

Wagner, K.T. and Doroslovacki, M.I. (2011) ‘Probability Density of Weight Deviations Given Preceding Weight Deviations for Proportionate-Type LMS Adaptive Algorithms’, IEEE Signal Processing Letters, 18(11), pp. 667–670. Available at: https://doi.org/10.1109/lsp.2011.2168816.

BibTeX
@article{wagner2011probability,
  title = {{Probability Density of Weight Deviations Given Preceding Weight Deviations for Proportionate-Type LMS Adaptive Algorithms}},
  author = {Wagner, Kevin T. and Doroslovacki, Milos I.},
  journal = {IEEE Signal Processing Letters},
  volume = {18},
  number = {11},
  pages = {667--670},
  year = {2011},
  doi = {10.1109/lsp.2011.2168816}
}

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