Title :
Conditioning of LMS algorithms with fast sampling
Author :
Feuer, Arie ; Middleton, Rick
Author_Institution :
Dept. of Electr. Eng., Technion-Israel Inst. of Technol., Haifa, Israel
fDate :
8/1/1995 12:00:00 AM
Abstract :
The LMS algorithm is very commonly used in signal processing. Its convergence properties depend primarily on the step size chosen and the condition number of an information matrix associated with the system. In most applications today, the LMS uses a regression vector based on the shift operator (including the ubiquitous tapped delay line). We demonstrate that generically, when fast sampling is employed, these regression vectors lead to poorly conditioned LMS. By comparison, delta operator based regression vectors lend with rapid sampling to improved condition numbers, hence, to better performance
Keywords :
algorithm theory; convergence of numerical methods; information theory; least mean squares methods; matrix algebra; signal processing; signal sampling; statistical analysis; vectors; LMS algorithms; condition number; conditioning; convergence properties; delta operator; fast sampling; information matrix; performance; regression vector; shift operator; signal processing; step size; tapped delay line; Autocorrelation; Delay lines; Eigenvalues and eigenfunctions; Ellipsoids; Least squares approximation; Rough surfaces; Sampling methods; Signal processing algorithms; Surface roughness; Vectors;
Journal_Title :
Signal Processing, IEEE Transactions on