So, the wiener solution for filter weight by use of steepest descent method
produces: w (n + 1) = w (n) + [mu][p - Rw(n)] (9)
The amplitude verification will be made by comparing the steepest descent method
results with the Mie series results.
We used the program consisting of Steepest descent method
and started the point (1,0,-1,3) as the starting point, and we reached the minimum of 3.
1 contains the steepest descent method
when setting the parameter [beta] = 0.
SAMOKISH, The steepest descent method
for an eigenvalue problem with semi-bounded operators, Izvestiya Vuzov, Math.
For instance, when [rho](k) = 1 for all k and v(k) = k, then the GMR reduces to the classical steepest descent method
or Cauchy method.
It covers vectors, matrices, processing discrete deterministic signals: discrete systems, discrete-time random processes, the Wiener filter, eigenvalues of Rx: properties of the error surface, Newton's and steepest descent methods
, the least mean-square algorithm, and variants of least mean-square algorithm.