Re: pls give some hints on the tuning of adaptive algs

On 29 Nov, 10:13, zqchen <zhiqun.c...@xxxxxxxxx> wrote:
Will the adaptive algs achieve the same performance as the direct
computation of the optimal weights may achieve, especially when data
is short?

The iterative methods like LMS would likely need a long initial
transient before it stabilizes.

For short data segments, parametric models might be useful.
They probably don't qualify as "adaptive," though, and they
should not be used unsupervised.

How to monitor the stationariness and take what measure to counteract
non-stationariness?

The Kalman filter seems to have a lot going for it, what flexibility
and robustness is concerned. Check out the book by Durbin and
Koopman on state-space time series analysis.

Rune
.