TOTAL LEAST MEAN SQUARES ALGORITHM

Widrow proposed the least mean squares (LMS) algorithm, which has been extensively applied in adaptive signal processing and adaptive contro l, The LMS algorithm is based on the minimum mean squares error, On th e basis of the total least mean squares error or the minimum Raleigh q uotient, we propose the total least mean squares (TLMS) algorithm. The paper gives the statistical analysis for this algorithm, studies the global asymptotic convergence of this algorithm by an equivalent energ y function, and evaluates the performances of this algorithm via compu ter simulations.