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LMS: PAST, PRESENT AND FUTURE: Puzzles, Problems and Potentials

Abstract: 

We give a brief history of the performance analysis of LMS.
Using averaging theory we show when and why the ‘independence
assumption’ ‘works’; we preface this with a fast
heuristic explanation of averaging methods, clarifying their
connection to the ‘ODE’ method. We then extend the discussion
to more recent distributed versions such as diffusion
LMS and consensus. While single node LMS is a single timescale
algorithm it turns out that distributed versions are twotime
scale systems, something that is not yet widely understood.
We sketch open problems such as tracking behaviour,
which despite all the research remains little addressed. We
also make the connection with the parallel literature in adaptive
control. We comment on the recent upsurge of interest in
‘online learning’ in machine learning (which emphasizes decaying
gains). Finally we speculate on future developments
in the three areas with reference to LMS.

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Paper Details

Authors:
Submitted On:
25 June 2019 - 12:16am
Short Link:
Type:
Presentation Slides
Event:
Presenter's Name:
Prof. V. Solo
Paper Code:
1088
Document Year:
2019
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Document Files

vsLMS-ICASSP19.pdf

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[1] , "LMS: PAST, PRESENT AND FUTURE: Puzzles, Problems and Potentials", IEEE SigPort, 2019. [Online]. Available: http://sigport.org/4566. Accessed: Sep. 20, 2019.
@article{4566-19,
url = {http://sigport.org/4566},
author = { },
publisher = {IEEE SigPort},
title = {LMS: PAST, PRESENT AND FUTURE: Puzzles, Problems and Potentials},
year = {2019} }
TY - EJOUR
T1 - LMS: PAST, PRESENT AND FUTURE: Puzzles, Problems and Potentials
AU -
PY - 2019
PB - IEEE SigPort
UR - http://sigport.org/4566
ER -
. (2019). LMS: PAST, PRESENT AND FUTURE: Puzzles, Problems and Potentials. IEEE SigPort. http://sigport.org/4566
, 2019. LMS: PAST, PRESENT AND FUTURE: Puzzles, Problems and Potentials. Available at: http://sigport.org/4566.
. (2019). "LMS: PAST, PRESENT AND FUTURE: Puzzles, Problems and Potentials." Web.
1. . LMS: PAST, PRESENT AND FUTURE: Puzzles, Problems and Potentials [Internet]. IEEE SigPort; 2019. Available from : http://sigport.org/4566