Least Mean Squares algorithm

GPTKB entity

Predicate	Object
gptkbp:instanceOf	gptkb:algorithm
gptkbp:advantage	simplicity ease of implementation
gptkbp:alsoKnownAs	gptkb:LMS_algorithm
gptkbp:application	control systems radar systems telecommunications audio processing biomedical signal processing
gptkbp:category	optimization algorithms adaptive algorithms linear filters
gptkbp:citation	gptkb:Haykin,_S._(2002)._Adaptive_Filter_Theory. gptkb:Widrow,_B.,_&_Hoff,_M._E._(1960)._Adaptive_switching_circuits._IRE_WESCON_Convention_Record.
gptkbp:complexity	low computational complexity
gptkbp:dependsOn	step size parameter
gptkbp:field	gptkb:machine_learning gptkb:signal_processing adaptive filtering
gptkbp:form	gradient descent
https://www.w3.org/2000/01/rdf-schema#label	Least Mean Squares algorithm
gptkbp:input	desired signal input signal
gptkbp:introduced	gptkb:Bernard_Widrow gptkb:Ted_Hoff
gptkbp:introducedIn	1960
gptkbp:limitation	slow convergence sensitive to step size
gptkbp:output	filter weights
gptkbp:purpose	minimize mean square error
gptkbp:relatedTo	gptkb:Wiener_filter gptkb:Recursive_Least_Squares_algorithm Backpropagation algorithm
gptkbp:type	stochastic gradient descent method
gptkbp:updateRule	w(n+1) = w(n) + 2μe(n)x(n)
gptkbp:usedFor	noise cancellation system identification echo cancellation adaptive filter design channel equalization
gptkbp:variant	gptkb:Complex_LMS gptkb:Leaky_LMS gptkb:Sign_LMS Normalized LMS
gptkbp:bfsParent	gptkb:LMS_algorithm
gptkbp:bfsLayer	6