Question: For the numerical auto- and cross-correlation matrices of Example 9.9, find explicit expressions (write out an equation for each weight) for the steepest-descent tap weight
For the numerical auto- and cross-correlation matrices of Example 9.9, find explicit expressions (write out an equation for each weight) for the steepest-descent tap weight adjustment algorithm (9.254). Let μ = 0.01. Justify this as an appropriate value using the criterion 0 < μ < 2 / max (λi) where the λi are the eigenvalues of [Ryy].
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