DocumentCode
1304492
Title
A Normalized Least-Mean-Square Algorithm Based on Variable-Step-Size Recursion With Innovative Input Data
Author
Insun Song ; PooGyeon Park
Author_Institution
Div. of Dept. of Electr. & Comput. Eng. & IT Convergence Eng., Pohang Univ. of Sci. & Technol., Pohang, South Korea
Volume
19
Issue
12
fYear
2012
Firstpage
817
Lastpage
820
Abstract
This letter presents a variable-step-size normalized least-mean-square algorithm, where the step size is updated only when the current input vector is innovative from the last updated input vector. The instant innovativeness of the two input vectors is investigated through the relation between the angle of the two input vectors and the condition number of the input covariance matrix. Once the condition number is obtained, the resulting algorithm performs an excellent transient and steady-state behavior with different correlations in inputs. To reduce the computational burden of obtaining the condition number, this letter also presents a simple method to determine the condition number based on the power method.
Keywords
adaptive filters; covariance matrices; least mean squares methods; computational burden; condition number; covariance matrix; innovative input data; input vector; normalized least mean square algorithm; steady-state behavior; transient behavior; variable step size recursion; Covariance matrix; Eigenvalues and eigenfunctions; Equations; Mathematical model; Signal processing algorithms; Steady-state; Vectors; Adaptive filter; condition number; innovativeness; normalized least-mean-square (NLMS); variable step size;
fLanguage
English
Journal_Title
Signal Processing Letters, IEEE
Publisher
ieee
ISSN
1070-9908
Type
jour
DOI
10.1109/LSP.2012.2221699
Filename
6319357
Link To Document