DocumentCode :
2253805
Title :
Almost sure convergence of the normed LMS algorithm with error feedback delay
Author :
Voltz, Peter J.
Author_Institution :
Polytechnic Univ., Farmingdale, NY, USA
fYear :
1993
fDate :
1-3 Nov 1993
Firstpage :
179
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;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Signals, Systems and Computers, 1993. 1993 Conference Record of The Twenty-Seventh Asilomar Conference on
Conference_Location :
Pacific Grove, CA
ISSN :
1058-6393
Print_ISBN :
0-8186-4120-7
Type :
conf
DOI :
10.1109/ACSSC.1993.342495
Filename :
342495
Link To Document :
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