THE ERROR VARIANCE OF LMS WITH TIME-VARYING WEIGHTS

The main aim in carrying out the calculations of this paper is to show the effects (on performance) of adaptation speed relative to true speed of parameter change. There are three cases that need to be covered: First, where adaptation speed is relatively slow, second, where it is matched, and, third, where it is faster than the true speed. The computations are generally not straightforward and are accomplished by a perturbation expansion based on stochastic averaging.