DocumentCode
701130
Title
A non stationary LMS algorithm for adaptive tracking of a Markov time-varying system
Author
Turki, M. ; Jaidane-Saidane, M.
Author_Institution
L.S.Télécoms, ENIT, Campus Universitaire, Le Belvédère. Tunis, Tunisia
fYear
1996
fDate
10-13 Sept. 1996
Firstpage
1
Lastpage
4
Abstract
We propose in this paper a. new adaptive algorithm which is designed to track system represented by a filter which has a P order markovian timo evolution. The Non Stationary LMS (NSLMS) algorithm is aide to identify the unknown order and parameters of the markov model. Ananalysis of the performances of the adaptive filter when the input is i.i.d. shows that the NSLMS presents better performances than the classical LMS. In particular, this superiority occurs when the system time evolution is so fast that the tracking with LMS is harmful.
Keywords
Abstracts; Adaptive systems; Algorithm design and analysis; Electronic mail; Least squares approximations; Markov processes; Time-varying systems;
fLanguage
English
Publisher
ieee
Conference_Titel
European Signal Processing Conference, 1996. EUSIPCO 1996. 8th
Conference_Location
Trieste, Italy
Print_ISBN
978-888-6179-83-6
Type
conf
Filename
7082855
Link To Document