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 |