Transient Error Analysis of the LMS and RLS Algorithm for Graph Signal Estimation

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Hauptverfasser: Zhao, Haiquan, Li, Chengjin
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Veröffentlicht: 2025
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author Zhao, Haiquan
Li, Chengjin
author_facet Zhao, Haiquan
Li, Chengjin
contents Recently, the proposal of the least mean square (LMS) and recursive least squares (RLS) algorithm for graph signal processing (GSP) provides excellent solutions for processing signals defined on irregular structures such as sensor networks. The existing work has completed the steady state error analysis of the GSP LMS algorithm and GSP RLS algorithm in Gaussian noise scenarios, and a range of values for the step size of the GSP LMS algorithm has also been given. Meanwhile, the transient error analysis of the GSP LMS algorithm and GSP RLS algorithm is also important and challenging. Completing the above work will help to quantitatively analyze the performance of the graph signal adaptive estimation algorithm at transient moments, which is what this paper is working on. By using formula derivation and mathematical induction, the transient errors expressions of the GSP LMS and GSP RLS algorithm are given in this paper. Based on the Brazilian temperature datasets, the related simulation experiments are executed, which strongly demonstrate the correctness of our proposed theoretical analysis
format Preprint
id arxiv_https___arxiv_org_abs_2506_00403
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Transient Error Analysis of the LMS and RLS Algorithm for Graph Signal Estimation
Zhao, Haiquan
Li, Chengjin
Signal Processing
Recently, the proposal of the least mean square (LMS) and recursive least squares (RLS) algorithm for graph signal processing (GSP) provides excellent solutions for processing signals defined on irregular structures such as sensor networks. The existing work has completed the steady state error analysis of the GSP LMS algorithm and GSP RLS algorithm in Gaussian noise scenarios, and a range of values for the step size of the GSP LMS algorithm has also been given. Meanwhile, the transient error analysis of the GSP LMS algorithm and GSP RLS algorithm is also important and challenging. Completing the above work will help to quantitatively analyze the performance of the graph signal adaptive estimation algorithm at transient moments, which is what this paper is working on. By using formula derivation and mathematical induction, the transient errors expressions of the GSP LMS and GSP RLS algorithm are given in this paper. Based on the Brazilian temperature datasets, the related simulation experiments are executed, which strongly demonstrate the correctness of our proposed theoretical analysis
title Transient Error Analysis of the LMS and RLS Algorithm for Graph Signal Estimation
topic Signal Processing
url https://arxiv.org/abs/2506.00403