• DocumentCode
    1149349
  • Title

    An improved statistical analysis of the least mean fourth (LMF) adaptive algorithm

  • Author

    Hubscher, Pedro Inácio ; Bermudez, José Carlos M

  • Author_Institution
    Integration & Tests Lab., Nat. Inst. for Space Res., Sao Jose Dos Campos, Brazil
  • Volume
    51
  • Issue
    3
  • fYear
    2003
  • fDate
    3/1/2003 12:00:00 AM
  • Firstpage
    664
  • Lastpage
    671
  • Abstract
    The paper presents an improved statistical analysis of the least mean fourth (LMF) adaptive algorithm behavior for a stationary Gaussian input. The analysis improves previous results in that higher order moments of the weight error vector are not neglected and that it is not restricted to a specific noise distribution. The analysis is based on the independence theory and assumes reasonably slow learning and a large number of adaptive filter coefficients. A new analytical model is derived, which is able to predict the algorithm behavior accurately, both during transient and in steady-state, for small step sizes and long impulse responses. The new model is valid for any zero-mean symmetric noise density function and for any signal-to-noise ratio (SNR). Computer simulations illustrate the accuracy of the new model in predicting the algorithm behavior in several different situations.
  • Keywords
    adaptive filters; adaptive signal processing; least mean squares methods; random noise; statistical analysis; transient analysis; transient response; SNR; adaptive filter coefficients; adaptive signal processing; impulse response; independence theory; least mean fourth adaptive algorithm; least mean square methods; signal-to-noise ratio; slow learning; stationary Gaussian input; statistical analysis; steady-state; symmetric noise density function; transient; transient analysis; weight error vector; zero-mean noise density function; Adaptive algorithm; Adaptive filters; Analytical models; Computer simulation; Density functional theory; Prediction algorithms; Signal to noise ratio; Statistical analysis; Steady-state; Transient analysis;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/TSP.2002.808126
  • Filename
    1179758