Title :
A variable step size LMS algorithm
Author :
Chen, W.Y. ; Haddad, R.A.
Author_Institution :
Bell Commun. Res., Morristown, NJ, USA
Abstract :
A variable step size LMS algorithm is proposed. The variable step size LMS algorithm has a big step size at the beginning, for a maximum convergence speed, and a much smaller step size after the convergence, for a minimum residual error. The algorithm is derived according to the shortest distance norm between the Kalman gain and the LMS gain vectors. The exponential window is included in the derivation for maintaining a non-zero stable step size. Both the convergence speed and the stable value of the step size can be adjusted. Little additional multiplication is required to implement the algorithm
Keywords :
Kalman filters; convergence of numerical methods; least squares approximations; signal processing; Kalman gain; convergence speed; exponential window; residual error; shortest distance norm; stable value; variable step size LMS algorithm; Adaptive signal processing; Convergence; Equalizers; Filtering algorithms; Finite impulse response filter; Kalman filters; Least squares approximation; Robustness; Signal processing algorithms; Size control;
Conference_Titel :
Circuits and Systems, 1990., Proceedings of the 33rd Midwest Symposium on
Conference_Location :
Calgary, Alta.
Print_ISBN :
0-7803-0081-5
DOI :
10.1109/MWSCAS.1990.140744
