Title :
Subspace leaky LMS
Author :
Rigling, Brian D. ; Schniter, Philip
Author_Institution :
Dept. of Electr. Eng., Ohio State Univ., Columbus, OH, USA
Abstract :
The least mean squared (LMS) adaptive filtering algorithm may experience uncontrolled parameter drift when its input signal is not persistently exciting, leading to serious consequences when implemented with finite word-length. Though so-called "tap-leakage" modifications of LMS have been proposed to mitigate this drift, they inevitably introduce parameter bias which degrades mean-squared error performance. In this letter, we propose a novel algorithm which leaks only in the unexcited modes, thus introducing insignificant bias, while still retaining the low computational complexity of LMS.
Keywords :
adaptive filters; filtering theory; least mean squares methods; roundoff errors; adaptive filtering; adaptive filtering algorithm; error performance; finite word-length; least mean squares; subspace leaky LMS; subspace tracking; tap-leakage; Adaptive filters; Computational complexity; Degradation; Eigenvalues and eigenfunctions; Error correction; Filtering algorithms; Helium; Least squares approximation; Stochastic processes; Vectors;
Journal_Title :
Signal Processing Letters, IEEE
DOI :
10.1109/LSP.2003.821760