Title :
Stochastic modelling of the transform domain LMS algorithm for a time-varying environment
Author :
Lobato, Elen M. ; Tobias, Orlando J. ; Seara, Rui
Author_Institution :
Dept. of Electr. Eng., Fed. Univ. of Santa Catarina, Florianópolis, Brazil
Abstract :
This paper presents a stochastic model of the transform domain εLMS (εTDLMS) algorithm for a nonstationary environment. The proposed model is derived for Gaussian inputs, high-order adaptive filter and slow adaptation condition. Through simulations, we can verify a very good agreement between the results obtained by the Monte Carlo method and the predictions from the proposed analytical model.
Keywords :
Monte Carlo methods; adaptive filters; least mean squares methods; transforms; εTDLMS; Gaussian inputs; Monte Carlo method; high-order adaptive filter; slow adaptation condition; stochastic modelling; time-varying environment; transform domain εLMS algorithm; Adaptation models; Adaptive filters; Least squares approximations; Optimized production technology; Signal processing algorithms; Transforms; Vectors;
Conference_Titel :
Signal Processing Conference, 2005 13th European
Conference_Location :
Antalya
Print_ISBN :
978-160-4238-21-1
