| Abstract: | ![]()
One of the problems in signal processing is estimating the impulse response function of an unknown system. The well-known Wiener filter theory has been a powerful method in attacking this problem. In comparison, the use of stochastic approximation method as an adaptive signal processor is relatively new. This adaptive scheme can often be described by a recursive equation in which the estimated impulse response parameters are adjusted according to the gradient of a predetermined error function. This paper illustrates by means of simple examples the application of stochastic approximation method as a single-channel adaptive processor. Under some conditions the expected value of its weight sequence converges to the corresponding Wiener optimum filter when the least-mean-square error criterion is used. |
