• DocumentCode
    1554051
  • Title

    Analysis of adaptive filters using normalized signed regressor LMS algorithm

  • Author

    Koike, Shin Ichi

  • Author_Institution
    NEC Corp., Tokyo, Japan
  • Volume
    47
  • Issue
    10
  • fYear
    1999
  • fDate
    10/1/1999 12:00:00 AM
  • Firstpage
    2710
  • Lastpage
    2723
  • Abstract
    In this paper, adaptive filters using the normalized signed regressor LMS algorithm (NSRA) with Gaussian reference inputs are proposed and analyzed to yield difference equations for theoretically calculating expected convergence of the filters. A simple difference equation for mean squared error (MSE) is derived when the filter input is a white and Gaussian process, whereas approximate difference equations for colored Gaussian inputs are proposed and tested. Stability conditions and residual MSE after convergence are also obtained. Agreement of theoretical results with those of simulation in the experiment with some examples of filter convergence shows sufficient accuracy of the theory and assures the usefulness of the difference equations in estimating filter performances, thus facilitating the design of adaptive filters using the NSRA
  • Keywords
    Gaussian processes; adaptive filters; difference equations; least mean squares methods; numerical stability; Gaussian reference inputs; NSRA; adaptive filters; colored Gaussian inputs; convergence; difference equations; filter input; mean squared error; normalized signed regressor LMS algorithm; stability conditions; white Gaussian process; Adaptive filters; Algorithm design and analysis; Circuits; Convergence; Difference equations; Filtering theory; Gaussian processes; Least squares approximation; Stability; Steady-state;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.790653
  • Filename
    790653