Title :
New results on the stability analysis of the LMF (least mean fourth) adaptive algorithm
Author :
Hubscher, P.I. ; Nascimento, Vitor H. ; Bermudez, Jose C.M
Author_Institution :
INPE, Nat. Inst. for Space Res, Sao Paulo, Brazil
Abstract :
This paper presents a new analysis for the convergence of the LMF (least mean fourth) adaptive algorithm. The analysis improves previous results because it explicitly shows how the stability of the algorithm depends on the initial conditions of the weights, i.e., the analysis is also valid when the algorithm is initialized far from the optimum weight vector. Analytical expressions are derived relating the limiting values of the adaptation constant and the initial weight error vector. The analysis assumes a white zero-mean Gaussian reference signal and a white measurement noise with any even probability density function (p.d.f.) and finds conditions for convergence in the mean square sense.
Keywords :
AWGN; Gaussian distribution; adaptive filters; mean square error methods; numerical stability; LMF adaptive algorithm; adaptation constant; convergence; even probability density function; initial weight error vector; least mean fourth adaptive algorithm; limiting values; mean square sense; pdf; stability analysis; white measurement noise; white zero-mean Gaussian reference signal; Adaptive algorithm; Algorithm design and analysis; Convergence; Density measurement; Gaussian noise; Noise measurement; Probability density function; Signal analysis; Stability analysis; White noise;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03). 2003 IEEE International Conference on
Print_ISBN :
0-7803-7663-3
DOI :
10.1109/ICASSP.2003.1201695