Title :
Stochastic analysis of the filtered-X LMS algorithm in systems with nonlinear secondary paths
Author :
Costa, Márcio H. ; Bermudez, José Carlos M ; Bershad, Neil J.
Author_Institution :
Grupo de Engenharia Biomedica, Univ. Catolica de Pelotas, Brazil
fDate :
6/1/2002 12:00:00 AM
Abstract :
This paper presents a statistical analysis of the filtered-X LMS algorithm behavior when the secondary path (output of the adaptive filter) includes a nonlinear element. This system is of special interest for active acoustic noise and vibration control, where a saturation nonlinearity models the nonlinear distortion introduced by the power amplifiers and transducers. Deterministic nonlinear recursions are derived for Gaussian inputs for the transient mean weight, mean square error, and cross-covariance matrix of the adaptive weight vector at different times. The cross-covariance results provide improved steady-state predictions (as compared with previous results) for moderate to large step sizes. Monte Carlo simulations show excellent agreement with the behavior predicted by the theoretical models. The analytical and simulation results show that a small nonlinearity can have a significant impact on the adaptive filter behavior
Keywords :
Monte Carlo methods; active noise control; adaptive filters; adaptive signal processing; covariance matrices; digital simulation; filtering theory; least mean squares methods; noise abatement; prediction theory; stochastic processes; vibration control; Gaussian inputs; Monte Carlo simulations; active acoustic noise control; active vibration control; adaptive filter output; adaptive weight vector; cross-covariance; cross-covariance matrix; deterministic nonlinear recursions; filtered-X LMS algorithm; mean square error; nonlinear distortion; nonlinear element; nonlinear secondary paths; power amplifiers; saturation nonlinearity; secondary path; simulation results; statistical analysis; steady-state prediction; stochastic analysis; transducers; transient mean weight; Acoustic noise; Adaptive filters; Algorithm design and analysis; Least squares approximation; Nonlinear distortion; Power system modeling; Statistical analysis; Stochastic resonance; Stochastic systems; Vibration control;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2002.1003058