IEEE Transactions on Information Theory · 1990 · 44 citations · 7 references
ComputingComputer ScienceMathematicsAlgorithmsStochastic ModelingTime Series AnalysisDigital Signal ProcessingGaussian ProcessesNumerical AlgorithmsSignal ProcessingAdaptive FilteringAdaptive Parameter EstimationConvergenceGlobal Convergence AnalysisLeast Mean Squares Filtering
The sign-sign adaptive least-mean-square (LMS) identifier filter is a computationally efficient variant of the LMS identifier filter. It involves the introduction of signum functions in the traditional LMS update term. Consideration is given to global convergence of parameter estimates offered by this algorithm, to a ball with radius proportional to the algorithm step size for white input sequences, specially from Gaussian and uniform distributions.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">></ETX>
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K.H. Barratt · Electronics and Power · 1985 · 1.5K citations
Introduction to stochastic control
David D. Sworder · IEEE Transactions on Automatic Control · 1972 · 399 citations