Title :
Stochastic model for the modified filtered-error LMS algorithm
Author :
Lopez, Juan R. V. ; Tobias, Orlando J. ; Seara, Rui
Author_Institution :
Dept. of Electr. Eng., Fed. Univ. of Santa Catarina, Florianopolis, Brazil
Abstract :
This paper proposes an improved stochastic model for the first and second moments of the modified filtered-error least-mean-square (MFELMS) algorithm. The proposed model is obtained not invoking the classic Independence Theory (IT), allowing for a slow adaptation assumption and Gaussian input signal. Numerical simulations corroborate the good agreement between the results obtained with the Monte Carlo (MC) method and through the proposed model for both white and colored inputs.
Keywords :
Gaussian processes; Monte Carlo methods; filtering theory; least mean squares methods; Gaussian input signal; MC method; MFELMS algorithm; Monte Carlo method; colored inputs; modified filtered-error LMS algorithm; modified filtered-error least-mean-square algorithm; numerical simulations; slow adaptation assumption; stochastic model; white inputs; Adaptation models; Algorithm design and analysis; Filtering algorithms; Least squares approximations; Signal processing algorithms; Solid modeling; Vectors;
Conference_Titel :
Signal Processing Conference, 2008 16th European
Conference_Location :
Lausanne
