Statistical Learning Theory of the LMS Algorithm Under Slowly Varying Conditions, Using the Langevin Equation

The paper begins with a brief description of the Langevin equation of nonequilibrium thermodynamics. In so doing, I set the stage for analyzing the statistical learning behavior of the standard LMS algorithm, operating under the assumption of a small step-size parameter. In particular, it is shown that by making three justifiable assumptions and then applying the unitary similarity transformation, the transformed formulation of the LMS …