Title :
Modifier formula on mean square convergence of LMS algorithm
Author :
Gu, Yuantao ; Tang, Kun ; Cui, Huijuan ; Du, Wen
Author_Institution :
Dept. of Electron. Eng., Tsinghua Univ., Beijing, China
fDate :
9/12/2002 12:00:00 AM
Abstract :
In describing the mean square convergence of the LMS algorithm, the update formula based on independence assumption will bring explicit errors, especially when step-size is large. A modifier formula that describes the convergence well, is proposed. Simulations support the proposed formula in different conditions
Keywords :
adaptive filters; convergence of numerical methods; filtering theory; least mean squares methods; mean square error methods; signal processing; LMS algorithm; LMS filter; adaptive filtering; independence assumption; mean square convergence; modifier formula; update formula;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:20020737
