Similarities Between Wiener And LMS
The Least mean squares filter solution converges to the Wiener filter solution, assuming that the unknown system is LTI and the noise is stationary. Both filters can be used to identify the impulse response of an unknown system, knowing only the original input signal and the output of the unknown system. By relaxing the error criterion to reduce current sample error instead of minimizing the total error over all of n, the LMS algorithm can be derived from the Wiener filter.
Read more about Similarities Between Wiener And LMS: Derivation of The Wiener Filter For System Identification, Derivation of The LMS Algorithm, See Also
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“One internationally known twin researcher sees similarities between twins’ relationships and those of couple who have been married a long time. Fifteen-year-old twins, as well as spouses approaching their fortieth anniversary, each know their partners’ likes, dislikes, habits, and idiosyncracies as well as they know their own.”
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—Norbert Wiener (1894–1964)