8.6. For the exponentially weighted RLS algorithm prove that (n)w[n] = (n) by setting the derivative of
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8.6. For the exponentially weighted RLS algorithm prove that
Φ(n)w[n] =θ (n) by setting the derivative of the weighted error ξ(n) with respect to w*[n] to zero, given that,
????=
Φ = −
n k
n n k k T k 0
* ] [ ] [ ) ( x x λ and, ????=
= −
n k
n n kd k k 0
θ ( ) λ [ ]x*[ ]
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Related Book For
Principles Of Adaptive Filters And Self-learning Systems
ISBN: 9781852339845,9781846281211
1st Edition
Authors: Anthony Zaknich
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