Title :
Analysis of the frequency-domain block LMS algorithm
Author :
Chan, Kheong Sann ; Farhang-Boroujeny, B.
Author_Institution :
Dept. of Electr. Eng., Nat. Univ. of Singapore, Singapore
Abstract :
We present a new rigorous analysis of the FBLMS algorithm. We derive the equations which control the expected convergence of the FBLMS algorithm and then go on to analyze the eigenvalues of the matrix which control the convergence behaviour of the FBLMS algorithm. Using Gerschgorin´s theorem, we then show that all the eigenvalues of the normalized constrained and unconstrained FBLMS algorithms tend asymptotically towards the same value
Keywords :
adaptive signal processing; convergence of numerical methods; eigenvalues and eigenfunctions; frequency-domain analysis; least mean squares methods; matrix algebra; FFT; Gerschgorin´s theorem; adaptive filters; algorithm convergence; equations; frequency-domain block LMS algorithm; matrix eigenvalues; normalized constrained FBLMS algorithm; unconstrained FBLMS algorithm; Adaptive filters; Algorithm design and analysis; Constraint theory; Convergence; Costs; Eigenvalues and eigenfunctions; Equations; Frequency domain analysis; Least squares approximation; Time domain analysis;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2000. ICASSP '00. Proceedings. 2000 IEEE International Conference on
Conference_Location :
Istanbul
Print_ISBN :
0-7803-6293-4
DOI :
10.1109/ICASSP.2000.861982
