Abstract
This paper studies the stochastic behavior of the least mean fourth (LMF) algorithm for a system identification framework when the input signal is a non-stationary white Gaussian process. The unknown system is modeled by the standard random-walk model. A theory is developed which is based upon the instantaneous average power and the instantaneous average squared power in the adaptive filter taps. A recursion is derived for the instantaneous mean square deviation of the LMF algorithm. This recursion yields interesting results about the transient and steady-state behaviors of the algorithm with time-varying input power. The theory is supported by Monte Carlo simulations for sinusoidal input power variations.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
