Title :
Almost sure convergence of the normed LMS algorithm with error feedback delay
Author_Institution :
Polytechnic Univ., Farmingdale, NY, USA
Abstract :
In some applications of LMS type adaptive algorithms, it necessary to implement a variant of the algorithm with feedback delay in the weight update calculation. We consider the normed version of such an algorithm and show that the algorithm converges exponentially if the update gain parameter, μ, is sufficiently small. The result is first proved for inputs which satisfy a standard deterministic mixing condition, and then the development is extended to the case when the input may not be strictly mixing but is instead a stationary ergodic vector sequence with positive definite autocorrelation
Keywords :
convergence of numerical methods; delays; feedback; least mean squares methods; matrix algebra; LMS type adaptive algorithms; deterministic mixing condition; error feedback delay; exponential convergence; normed LMS algorithm; positive definite autocorrelation; stationary ergodic vector sequence; weight update calculation; Adaptive algorithm; Algorithm design and analysis; Autocorrelation; Convergence; Delay; Delay effects; Error correction; Feedback; Least squares approximation; Standards development; Stochastic processes;
Conference_Titel :
Signals, Systems and Computers, 1993. 1993 Conference Record of The Twenty-Seventh Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
0-8186-4120-7
DOI :
10.1109/ACSSC.1993.342495