Title :
Robust design of the LMS algorithm
Author_Institution :
Dept. of Inf. Eng., Chinese Univ. of Hong Kong, Shatin, Hong Kong
fDate :
10/1/1992 12:00:00 AM
Abstract :
A method to optimize the step size of the LMS algorithm when it is used to identify a time-varying system is proposed. The formulation allows uncertain specifications of the input excitation and the plant variation. The method is robust in that it minimizes the mean square error for the worst-case data of these variables
Keywords :
identification; least squares approximations; time-varying systems; LMS algorithm; input excitation; mean square error minimisation; plant variation; robust design; step size optimisation; system identification; time-varying system; uncertain specifications; worst-case data; Algorithm design and analysis; Finite impulse response filter; Frequency domain analysis; Least squares approximation; Minimax techniques; Optimization methods; Robustness; Switches; Time varying systems; Uncertainty;
Journal_Title :
Signal Processing, IEEE Transactions on
