8.6. For the exponentially weighted RLS algorithm prove that (n)w[n] = (n) by setting the derivative of the weighted error (n) with respect to w*[n]

8.6. For the exponentially weighted RLS algorithm prove that

Φ(n)w[n] =θ (n) by setting the derivative of the weighted error ξ(n) with respect to w*[n] to zero, given that,

????=

Φ = −

n k

n n k k T k 0

* ] [ ] [ ) ( x x λ and, ????=

= −

n k

n n kd k k 0

θ ( ) λ [ ]x*[ ]