Least Mean square algorithm?

[asic1984]

least mean square algorithm*pdf

hi

in LMS algorithm ,i suppose to change the weights by this equation

w(n+1)=w+ηe*x

where w: weight ,e:error ,x:input

do i have to change π in every iteration,how to calculate it if i have to vary it,what value shold it be if it is constant

thanks too mcuh for your help

 

[maui]

asic1984

I think you might be a littel confused here.
It looks like n is used in your equation to represent the sample (or iteration) number.
So n is a positive integer number, starting at 0, and incrementing.

Therefore
n=0,1,2,3,4,5.......etc

I hope that answers your question.

Maui

 

[asic1984]

hi

w(n+1)=w+ηe*x

i know that n is the iteration i mean the η ,it was mistake in writting

 

[maui]

the small constant η is called the step size, or learning rate.

It is chosen.
It is a constant so when you choose it, it stays the same.
It has to be chosen to fit some constraints, not sure but I don't think this is hard.

see
cwww.ee.nctu.edu.tw/course/asp/ASP04.pdf

or lots of other places on the web.


Maui