Title :
Convergence of the delayed normalized LMS algorithm with decreasing step size
Author :
Ahn, Sang-Sik ; Voltz, Peter J.
Author_Institution :
Dept. of Electr. & Inf. Eng., Korea Univ., Chungnam, South Korea
fDate :
12/1/1996 12:00:00 AM
Abstract :
In several practical applications of the LMS algorithm, including certain VLSI implementations, the coefficient adaptation can be performed only after some fixed delay. The resulting algorithm is known as the delayed LMS (DLMS) algorithm in the literature. Previous published analyses of this algorithm are based on mean and moment convergence under the independence assumption between successive input vectors. These analyses are interesting and give valuable insights into the convergence properties but, from a practical viewpoint, they do not guarantee the correct performance of the particular realization with which the user must live. We consider a normalized version of this algorithm with a decreasing step size μ(n) and prove the almost sure convergence of the nonhomogeneous algorithm, assuming a mixing input condition and the satisfaction of a certain law of large numbers
Keywords :
adaptive signal processing; convergence of numerical methods; delays; least mean squares methods; signal sampling; DLMS; VLSI implementations; adaptive signal processing; coefficient adaptation; convergence properties; decreasing step size; delayed LMS algorithm; delayed normalized LMS algorithm; independence assumption; large numbers law; mean convergence; mixing input condition; moment convergence; nonhomogeneous algorithm; sample convergence; signal analysis; successive input vectors; Adaptive algorithm; Adaptive signal processing; Algorithm design and analysis; Convergence; Decoding; Delay; Least squares approximation; Mean square error methods; Parameter estimation; Signal processing algorithms;
Journal_Title :
Signal Processing, IEEE Transactions on