Title :
Iterative analysis of the steady-state weight fluctuations in LMS-type adaptive filters
Author :
Butterweck, H.J.
Author_Institution :
Dept. of Electr. Eng., Eindhoven Univ. of Technol., Netherlands
fDate :
9/1/1999 12:00:00 AM
Abstract :
An iterative method is proposed for the analysis of the steady-state weight fluctuations in an LMS-type adaptive FIR filter. Without the widely used independence assumption, a power series of the weight error correlation matrix is derived in terms of the stepsize. Some new effects are observed, e.g., a decrease of the weight fluctuations along the tapped-delay line
Keywords :
FIR filters; adaptive filters; adaptive signal processing; correlation methods; delay lines; filtering theory; iterative methods; least mean squares methods; matrix algebra; series (mathematics); LMS-type adaptive FIR filter; iterative analysis; iterative method; power series; steady-state weight fluctuations; stepsize; tapped-delay line; weight error correlation matrix; Adaptive filters; Computer aided analysis; Finite impulse response filter; Fluctuations; Iterative methods; Least squares approximation; Sensor arrays; Signal analysis; Steady-state; White noise;
Journal_Title :
Signal Processing, IEEE Transactions on
