A modified Hebbian learning rule for total least-squares estimation with complex-valued arguments
A constrained anti-Hebbian algorithm that is used for processing complex signals is presented. It is shown that the algorithm adaptively extracts the eigenvector associated with the smallest eigenvalue of the correlation matrix of the input signal. The operation of the algorithm is simple, similar to that of the LMS (least mean square) algorithm, and it can be applied to an adaptive prediction-error filter directly, giving an estimate of the parameters that is optimal in the total least-squares sense. Simulation results on estimating the frequencies of sinusoids corrupted by white noise are presented.<<ETX>>