On the statistical efficiency of the LMS algorithm with nonstationary inputs.
Bernard WidrowEugene WalachPublished in: IEEE Trans. Inf. Theory (1984)
Keyphrases
- non stationary
- dynamic programming
- computational complexity
- input data
- computationally efficient
- gaussian markov random fields
- adaptive algorithms
- high efficiency
- cost function
- convergence rate
- learning algorithm
- support vector machine svm
- em algorithm
- random fields
- model selection
- expectation maximization
- online learning
- probabilistic model
- optimal solution
- objective function