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arXiv · 2312.00185

On the variance of the Least Mean Square squared-error sample curve

Marcos H. Maruo·José Carlos M. Bermudez
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Abstract

Most studies of adaptive algorithm behavior consider performance measures based on mean values such as the mean-square error. The derived models are useful for understanding the algorithm behavior under different environments and can be used for design. Nevertheless, from a practical point of view, the adaptive filter user has only one realization of the algorithm to obtain the desired result. This letter derives a model for the variance of the squared-error sample curve of the least-mean-square (LMS) adaptive algorithm, so that the achievable cancellation level can be predicted based on the properties of the steady-state squared error. The derived results provide the user with useful design guidelines.

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Marcos H. Maruo, José Carlos M. Bermudez. 2023-11-30. On the variance of the Least Mean Square squared-error sample curve. https://arxiv.org/abs/2312.00185

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