Title :
An improved model for the second moment of the Filtered-X LMS algorithm
Author :
Tobias, Orlando J. ; Bermudez, Jose C. M. ; Seara, Rui ; Bershad, Neil J.
Author_Institution :
Dept. of Electr. Eng., Fed. Univ. of Santa Catarina, Florianopolis, Brazil
Abstract :
This paper presents an improved analytical model for the second moment behavior of the Filtered-X LMS algorithm. The new model is mathematically more compact and efficient than the one presented previously (Tobias et al., 1999). Also, as its predecessor, it is not based on the independence theory and is derived for Gaussian inputs. Monte Carlo simulations show excellent agreement with the behavior predicted by the theoretical model
Keywords :
FIR filters; Gaussian processes; Monte Carlo methods; adaptive filters; least mean squares methods; Filtered-X LMS algorithm; Gaussian inputs; Monte Carlo simulations; analytical model; model; second moment; theoretical model; Adaptive filters; Algorithm design and analysis; Analytical models; Electronic mail; Equations; Filtering; Finite impulse response filter; Least squares approximation; Predictive models; Transfer functions;
Conference_Titel :
Adaptive Systems for Signal Processing, Communications, and Control Symposium 2000. AS-SPCC. The IEEE 2000
Conference_Location :
Lake Louise, Alta.
Print_ISBN :
0-7803-5800-7
DOI :
10.1109/ASSPCC.2000.882496
