Talk:Least mean squares filter

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This article could use some work but since I don't understand LMS, I can't do it.

[edit] Least Squares

Minimizing the sum of squares distance is the same as minimizing the average squared distance (providing the number of points does not change). I do not understand why this is a separate article. I therefore move that this be merged into Least squares. - JustinWick 18:05, 5 December 2005 (UTC)

  • LMS is an adaptive filter algorithm. Therefore, it belongs firmly in the area of digital signal processing. Whereas Least squares describes a mathematical technique. There must be a link from Least squares to LMS and vice versa. Faust o 17:07, 22 January 2006 (UTC)
    • Only one use of the term least means squares is an adaptive filter, it is also frequently used in statistical minimization problems. I propose that this page be moved to Least mean squares (filter). --Salix alba (talk) 00:11, 4 February 2006 (UTC)
      • Done Faust o 15:36, 7 February 2006 (UTC)

[edit] Stochastic gradient descent

Is LMS a Stochastic gradient descent algorithm? --Memming 17:10, 12 November 2006 (UTC)

  • Yes, added the link there Jmvalin 06:13, 2 February 2007 (UTC)

[edit] NLMS and more

Just added NLMS and a sort of overview figure. I changed the notation for the filter. If everyone objects and want something else, I can always update the figure. The main reason for having h and \hat{h} is that I want to add some derivations for the optimal rate, so I need to distinguish between the "real" filter and the adapted one. Jmvalin 06:07, 2 February 2007 (UTC)

Just did another batch of improvements. I'd be interested on feedback on that -- and the rest of the article Jmvalin 13:45, 7 February 2007 (UTC)