Title :
A novel automatic step-size adjustment approach in the LMS algorithm
Author :
Wang, Peijie ; Kam, Pooi Yuen ; Chia, Meng Wah
Author_Institution :
Dept. of Electr. & Comput. Eng., Nat. Univ. of Singapore, Singapore, Singapore
Abstract :
A variable step-size is necessary in the least-mean-square (LMS) algorithm to achieve both fast convergence and a small final excess mean-square estimation error. As a well-studied area, many variations of the LMS algorithm with variable step-sizes have been proposed in the literature. A common point in these algorithms is that the step-size is computed according to some pre-specified formulas with preset control parameters, and therefore the generated step-size is a predetermined constant at each single time point. In this paper, we propose a novel parameter-free step-size adjustment approach, in which the step-size is viewed as a variable, and rechosen at each new time point to minimize a least-squares cost function. Experiments for the linear prediction of random processes show the effectiveness of the proposed approach in rapidly driving the mean-square estimation error to a small final steady-state value. The most significant feature of the new approach is that no control parameters need to be set in advance.
Keywords :
adaptive signal processing; least mean squares methods; LMS algorithm; adaptive signal processing; automatic step-size adjustment approach; least mean square algorithm; least-squares cost function; linear prediction; mean square estimation error; random processes; Adaptive signal processing; Convergence; Cost function; Estimation error; Frequency selective surfaces; Least squares approximation; Random processes; Robustness; Signal processing algorithms; Steady-state; LMS algorithm; NLMS algorithm; variable step-size;
Conference_Titel :
Wireless Communication, Vehicular Technology, Information Theory and Aerospace & Electronic Systems Technology, 2009. Wireless VITAE 2009. 1st International Conference on
Conference_Location :
Aalborg
Print_ISBN :
978-1-4244-4066-5
Electronic_ISBN :
978-1-4244-4067-2
DOI :
10.1109/WIRELESSVITAE.2009.5172563