6. Adaptive Filtering: Algorithm of the Gradient and the LMS

  1. Jean-Claude Bertein and
  2. Roger Ceschi

Published Online: 19 JAN 2010

DOI: 10.1002/9780470612293.ch6

Discrete Stochastic Processes and Optimal Filtering

Discrete Stochastic Processes and Optimal Filtering

How to Cite

Bertein, J.-C. and Ceschi, R. (eds) (2007) Adaptive Filtering: Algorithm of the Gradient and the LMS, in Discrete Stochastic Processes and Optimal Filtering, ISTE, London, UK. doi: 10.1002/9780470612293.ch6

Publication History

  1. Published Online: 19 JAN 2010
  2. Published Print: 1 JAN 2007

ISBN Information

Print ISBN: 9781905209743

Online ISBN: 9780470612293

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Keywords:

  • adaptive algorithms;
  • adaptive processing;
  • transmission systems;
  • control system;
  • distance information

Summary

This chapter contains sections titled:

  • Introduction

  • Position of problem

  • Data representation

  • Minimization of the cost function

  • Gradient algorithm

  • Geometric interpretation

  • Stability and convergence

  • Estimation of gradient and LMS algorithm

  • Example of the application of the LMS algorithm

  • Exercises for Chapter 6