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Adaptive Filtering by L. Morales

By L. Morales

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Ignoring O ea , ea 6, and taking expectations of both sides of the above equation, we get            1 1 E e , e  E v , v  E  e  v , v ea   E  e  v , v ea      . e. v , ea  are mutually independent, and Eea  Eea2  0 ), we obtain       E e , e =E v , v  E e , e v , v  TEMSE 2 (21) where  TEMSE is defined by (5). ,  EMSE for steady-state MSE and  TEMSE for tracking performance. 2, we get           Eq e , e  Eq v , v  Eq e , e v , v  TEMSE .

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