2014自适应滤波器最速下降算法.pptxVIP

2021/7/9;4.1?? Some preliminaries;The tap inputs represent samples drawn from a widen sense stationary stochastic process of zero mean and correlation matrix R. Let:;Cost function: Where: : variance of the desired response d(n) p : cross correlation vector between and d(n) R: correlation matrix of the tap-input vector ;4.2?? Steepest Descent Algorithm;Let: the value of the gradient vector Where a positive real-value constant, step-size parameter;;; From the figure, the stability performance is determined by 2 factors: ① ② R;We define a weig