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Table 2 Second- and fourth-order moments of various (decorrelated) distributions for large filter order M

From: Asymptotic equivalent analysis of the LMS algorithm under linearly filtered processes

Distribution \(m_{\mathrm {x}}^{(2)}\) \(m_{\mathrm {x}}^{(2,2)}\) \(m_{\mathrm {x}}^{(4)}\)
Gauss IR 1 1 3
DFT of Gauss 1 1 2
Gauss IC 1 1 2
DFT of Gauss 1 1 2
IID bipolar IR 1 1 1
DFT of IID bipolar 1 1 2
IID uniform IR 1 1 1.8
DFT of IID uniform 1 1 2
IID Gauss2 IR 1 1 9
DFT of Gauss2 1 1 2
K0 SIRP IR 1 3 9
DFT of K0 SIRP 1 3 6