Title :
Second moment analysis of the filtered-X LMS algorithm
Author :
Tobias, Orlando J. ; Bermudez, Josk C M ; Bershad, Neil J. ; Seara, Rui
Author_Institution :
Dept. of Electr. Eng., Univ. Fed. de Santa Catarina, Florianapolis, Brazil
Abstract :
This paper presents a new analytical model for the second moment behavior of the filtered-X LMS algorithm. The new model is not based on the independence theory, and is derived for Gaussian inputs and slow adaptation. Monte Carlo simulations show excellent agreement with the behavior predicted by the theoretical model
Keywords :
Gaussian processes; Monte Carlo methods; adaptive filters; adaptive signal processing; covariance matrices; digital simulation; filtering theory; least mean squares methods; Gaussian inputs; Monte Carlo simulations; active noise control; adaptive algorithm; adaptive filters; analytical model; exact secondary path estimation; filtered-X LMS algorithm; mean square error behavior; second moment analysis; slow adaptation; theoretical model; vibration control; weight-error covariance matrix; Adaptive algorithm; Adaptive filters; Algorithm design and analysis; Analytical models; Delay; Electronic mail; Least squares approximation; Nonlinear filters; Steady-state; Stochastic processes;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1999. Proceedings., 1999 IEEE International Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5041-3
DOI :
10.1109/ICASSP.1999.758288
