DocumentCode
699930
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
fYear
2008
fDate
25-29 Aug. 2008
Firstpage
1
Lastpage
5
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Signal Processing Conference, 2008 16th European
Conference_Location
Lausanne
ISSN
2219-5491
Type
conf
Filename
7080462
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