Title :
Stochastic Model for the Mean Weight Evolution of the IAF-PNLMS Algorithm
Author :
Das Chagas De Souza, Francisco ; Tobias, O.J. ; Seara, Rui ; Morgan, D.R.
Author_Institution :
Dept. of Electr. Eng., Fed. Univ. of Santa Catarina, Florianopolis, Brazil
Abstract :
This correspondence studies the adaptive weight evolution of the individual-activation-factor proportionate normalized least-mean-square (IAF-PNLMS) algorithm. For such, the modeling methodology used considers that the gain matrix is time varying and the input signal is not restricted to be white. A model is obtained that predicts the algorithm mean weight behavior for both transient and steady-state phases. Through simulation results, the accuracy of the proposed model is verified. In addition, the approach developed here is general and can be applied to other PNLMS-type algorithms.
Keywords :
adaptive signal processing; least mean squares methods; IAF-PNLMS algorithm; adaptive weight evolution; individual-activation-factor proportionate normalized least-mean-square; mean weight evolution; stochastic model; Adaptation model; Brazil Council; Circuits; Data models; Electronic mail; Laboratories; Mathematical model; Permission; Prediction algorithms; Predictive models; Signal processing; Signal processing algorithms; Stochastic processes; IAF-PNLMS algorithm; mean weight evolution; stochastic model;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2010.2063428