Abstract
Abstract This paper studies the stochastic behavior of the LMS algorithm for a system identification framework when the input signal is a cyclostationary colored Gaussian process. The unknown system is modeled by the standard random walk model. Well-known results for the LMS algorithm are extended to the cyclostationary case and used for predicting the mean-square weight deviation (MSD) and excess mean-square error (EMSE) behavior of the algorithm. Monte Carlo simulations provide strong support for the theory.
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