Análise de Estabilidade do LMS segundo a Teoria de Lyapunov

Abstract

— This work presents a stability analysis of the LMS algorithm based on deterministic and stochastic Lyapunov approaches. In both cases it is shown to be possible to obtain expressions for the maximum value of the adaptation step-size without necessarily resorting to simplifying hypotheses such as the independence theory. This reveals interesting perspectives of studies concerning aspects like convergence rate and misadjustment.