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Prove that for jointly wide-sense stationary processes, d(n) and x(n), the steepest descent adaptive filter converges to the solution to the Wiener-Hopf equations if
Prove that for jointly wide-sense stationary processes, d(n) and x(n), the steepest descent adaptive filter converges to the solution to the Wiener-Hopf equations if the step size satisfies the condition 1 lim wn = Rrdx nx 2 Amax where max is the maximum eigenvalue of the autocorrelation matrix R.
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