In this paper, a uniform (over some parameter space) moment bound for the inverse of Fisher’s information matrix is established. This result is then applied to develop moment bounds for the normalized least squares estimate in (nonlinear) stochastic regression models. The usefulness of these results is illustrated using time series models. In particular, an asymptotic expression for the mean sq...

Parallel interference cancellation (PIC) is a well-known multiuser detection algorithm in direct-sequence code-division multiple-access (DS-CDMA) systems. It is typically implemented with a multi-stage architecture. One problem associated with the PIC is that unreliable interference cancellation may occur in the early stages and the system performance may be degraded. Thus, the partial PIC dete...

This paper analyzes the behavior of a variety of tracking algorithms for single-layer threshold networks in the presence of random drift. We use a system identification model to model a target network where weights slowly change and a tracking network. Tracking algorithms are divided into conservative and nonconservative algorithms. For a random drift rate of , we find upper bounds for the gene...

The multitask diffusion LMS is an efficient strategy to simultaneously infer, in a collaborative manner, multiple parameter vectors. Existing works on multitask problems assume that all agents respond to data synchronously. In several applications, agents may not be able to act synchronously because networks can be subject to several sources of uncertainties such as changing topology, random li...

Providing a quantitative mean-squared-error analysis of adaptation algorithms is of great importance for determining their usefulness and for comparison with other algorithms. However, when the algorithm reutilizes previous data, such analysis becomes very involved as the independence assumption cannot be used. In this paper, a thorough mean-squared-error analysis of the binormalized data-reusi...

This paper considers an Type I Generalized Half Logistic Distribution. We discussed the scale (σ) and shape (θ) parameters estimation using the median ranks method (Benard‟s approximation). Rama Krishna(2008) 1 studied the Type I Generalized Half Logistic Distribution scale (σ) and shape (θ) parameters estimation using the Least Square Method in two step estimation method. Also we computed Aver...

In this paper, we present the convergence analysis of proportionate-type least mean square (Pt-LMS) algorithm that identifies the sparse system effectively and more suitable for real time VLSI applications. Both first and second order convergence analysis of Pt-LMS algorithm is studied. Optimum convergence behavior of Pt-LMS algorithm is studied from the second order convergence analysis provid...

The recently proposed low-complexity reduction-bycomposition least-mean-square (LMS) algorithm (RCLMS) costs only half multiplications compared to that of the conventional direct-form LMS algorithm (DLMS). This work intends to characterize its properties and conditions for mean and mean-square convergence. Closed-form mean-square error (MSE) as a function of the LMS step-size and an extra compe...

SUMMARY We propose a novel adaptive filtering scheme named metric-combining normalized least mean square (MC-NLMS). The proposed scheme is based on iterative metric projections with a metric designed by combining multiple metric-matrices convexly in an adaptive manner, thereby taking advantages of the metrics which rely on multiple pieces of information. We compare the improved PNLMS (IPNLMS) a...

The Least Mean Square (LMS) algorithm, introduced by Widrow and Hoff in 1959 [12] is an adaptive algorithm, which uses a gradient-based method of steepest decent [10]. LMS algorithm uses the estimates of the gradient vector from the available data. LMS incorporates an iterative procedure that makes successive corrections to the weight vector in the direction of the negative of the gradient vect...