Stochastic analysis of the Elo rating algorithm in round-robin tournaments

DG de Pinho Zanco, L Szczecinski, EV Kuhn… - Digital Signal …, 2024 - Elsevier
The Elo algorithm, renowned for its simplicity, is widely used for rating in sports tournaments
and other applications. However, despite its widespread use, a detailed understanding of …

Steady-state and tracking analyses of the improved proportionate affine projection algorithm

Z Zheng, Z Liu, Y Dong - … on Circuits and Systems II: Express …, 2017 - ieeexplore.ieee.org
The performance analysis of the improved proportionate affine projection (IPAP) algorithm is
performed in this brief. Based on the energy-conservation arguments, the steady-state …

On the steady-state analysis of PNLMS-type algorithms for correlated Gaussian input data

EV Kuhn, FC de Souza, R Seara… - IEEE Signal Processing …, 2014 - ieeexplore.ieee.org
This letter presents model expressions describing the steady-state behavior of proportionate
normalized least-mean-square (PNLMS)-type algorithms, taking into account both complex …

On the stochastic modeling of the LMS algorithm operating with bilinear forms

KJ Bakri, EV Kuhn, R Seara, J Benesty… - Digital Signal …, 2022 - Elsevier
This paper presents a stochastic model of the least-mean-square for bilinear forms (LMS-BF)
algorithm in which the bilinear term is defined with respect to the temporal and spatial …

On the behavior of a combination of adaptive filters operating with the NLMS algorithm in a nonstationary environment

KJ Bakri, EV Kuhn, MV Matsuo, R Seara - Signal Processing, 2022 - Elsevier
This paper presents a stochastic model describing the behavior of either affine or convex
combination scheme involving two adaptive filters operating in parallel with the normalized …

Stochastic modeling of the CNLMS algorithm applied to adaptive beamforming

AA Falkovski, EV Kuhn, MV Matsuo, CA Pitz… - Signal Processing, 2021 - Elsevier
In this paper, a stochastic model is proposed for the constrained normalized least-mean-
square (CNLMS) algorithm, which is an adaptive algorithm that operates by minimizing the …

On the stochastic analysis of the NLMS algorithm for white and correlated Gaussian inputs in time-varying environments

MV Matsuo, R Seara - Signal Processing, 2016 - Elsevier
This paper presents a stochastic model of the normalized least-mean-square (NLMS)
algorithm aiming to study its behavior in time-varying environments for both white and …

On the Stochastic Modeling of the NSVR–IAF–PNLMS Algorithm for Correlated Gaussian Input Data

EV Kuhn, FL Perez, FC de Souza, R Seara - Journal of Control, Automation …, 2020 - Springer
This paper presents a stochastic model for the normalized smoothed variation rate individual-
activation-factor proportionate normalized least-mean-square (NSVR–IAF–PNLMS) …

Modelagem estocástica de algoritmos adaptativos para equalização ativa de ruído e identificação de sistemas

MV Matsuo - 2016 - repositorio.ufsc.br
Este trabalho de pesquisa trata da modelagem estocástica de dois algoritmos adaptativos
bem conhecidos na literatura, a saber: o algoritmo FxLMS (filtered x least mean square) e o …

Modelagem estocástica dos algoritmos adaptativos CLMS e CNLMS aplicados à conformação de feixe em arranjos de antenas

AA Falkovski - 2021 - repositorio.ufsc.br
Este trabalho de pesquisa aborda a modelagem estocástica de algoritmos adaptativos com
restrição lineares, considerando um problema de conformação de feixe em arranjos …