Title :
Convergence of the DLMS algorithm with decreasing step size
Author :
Ahn, Sang-Sik ; Voltz, Peter J.
Author_Institution :
Dept. of Appl. Electron., Korea Univ., Chungnam, South Korea
Abstract :
Convergence analyses for the least mean square algorithm with update delay (DLMS) exist, but most of them are based on the unrealistic independence assumption between successive input vectors. We consider the DLMS algorithm with decreasing step size μ(n)=a/n,a>0 and prove the almost-sure convergence of the algorithm under the mixing input, satisfying of the law of large numbers, and uniformly bounded input assumptions
Keywords :
adaptive signal processing; convergence of numerical methods; delays; least mean squares methods; DLMS algorithm convergence; adaptive signal processing; decreasing step size; input vectors; least mean square algorithm; mixing input; uniformly bounded input; update delay; Algorithm design and analysis; Convergence; Delay lines; Iterative algorithms; Least mean square algorithms; Least squares approximation; Mean square error methods; Performance analysis; Stability; Vectors;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1996. ICASSP-96. Conference Proceedings., 1996 IEEE International Conference on
Conference_Location :
Atlanta, GA
Print_ISBN :
0-7803-3192-3
DOI :
10.1109/ICASSP.1996.544230
