A Novel Bias-Variance Decomposition of the LMS Algorithm Learning Behavior
DOI:
https://doi.org/10.14209/jcis.2026.5Keywords:
Adaptive Filtering, Stochastic Model, Least Mean Squares, Bias-varianceAbstract
This paper revisits the learning dynamics of the least-mean-squares (LMS) algorithm through a new bias–variance decomposition of the mean-square deviation that remains valid for colored and non-Gaussian inputs. Building on the radial-angular input model of Slock, which separates a continuous radial component from a discrete angular distribution, novel closed-form, modewise expressions for the transient and steady-state behavior are derived. Our framework unifies and extends recent results on bias-variance decomposition of the mean-square deviation of the LMS algorithm. The analysis clarifies when classical Gaussian-based predictions fail and offers a tractable pathway to performance prediction and parameter tuning of LMS under realistic, non-ideal input models.
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Copyright (c) 2026 João Pedro Costa e Silva Mayworm, Flavio Henrique Origuela Meira, Luis Tarrataca, Diego Barreto Haddad (Author)

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Accepted 2026-03-03
Published 2026-03-18

