Journal of the Korean Institute of Telematics and Electronics B (전자공학회논문지B)
- Volume 32B Issue 9
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- Pages.62-70
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- 1995
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- 1016-135X(pISSN)
Almost-Sure Convergence of the DLMS Algorithm
DLMS 알고리즘의 수렴에 관한 연구
Abstract
In some practical applications of the LMS Algorithm the coefficient adaptation can be performed only after some fixed delay. The resulting algorithm is known as the Delayed Least Mean Square (DLMS) algorithm in the literature. There exist analyses for this algorithm, but most of them are based on the unrealistic independence assumption between successive input vectors. Inthis paper we consider the DLMS algorithm with decreasing step size .mu.(n)=n/a, a>0 and prove the almost-sure convergence ofthe weight vector W(n) to the Wiener solution W
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