A new analytical model for the NLMS algorithm

Author

Barrault, Guillaume ; Costa, Marcio H. ; Bermudez, José C M ; Lenzi, Arcanjo

Author_Institution

Dept. of Mech. Eng., Univ. Fed. de Santa Catarina, Florianopolis, Brazil

Volume

4

fYear

2005

fDate

18-23 March 2005

Abstract

This paper presents a new analytical model for the normalized least mean square (NLMS) adaptive algorithm. The new model is derived using a stochastic differential equation (SDE) approach. An accurate estimate of the steady-state weight-error correlations is also derived, which leads to an improved model performance for medium and large step sizes. Numerical simulations compare the new model with existing models and show better agreement with Monte Carlo simulations.

Keywords

Monte Carlo methods; adaptive signal processing; correlation methods; differential equations; gradient methods; least mean squares methods; statistical analysis; Monte Carlo simulations; NLMS algorithm statistical analysis; SDE; medium/large step sizes; normalized least mean square adaptive algorithm; steady-state weight error correlation matrix; stochastic differential equation; stochastic gradient algorithms; Adaptive algorithm; Algorithm design and analysis; Analytical models; Differential equations; Knee; Mechanical engineering; Predictive models; Statistical analysis; Steady-state; Stochastic processes;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 2005. Proceedings. (ICASSP '05). IEEE International Conference on

ISSN

1520-6149

Print_ISBN

0-7803-8874-7

Type

conf

DOI

10.1109/ICASSP.2005.1415940

Filename

1415940