Stochastic Model for the Mean Weight Evolution of the IAF-PNLMS Algorithm

Author

Das Chagas De Souza, Francisco ; Tobias, O.J. ; Seara, Rui ; Morgan, D.R.

Author_Institution

Dept. of Electr. Eng., Fed. Univ. of Santa Catarina, Florianopolis, Brazil

Volume

58

Issue

11

fYear

2010

Firstpage

5895

Lastpage

5901

Abstract

This correspondence studies the adaptive weight evolution of the individual-activation-factor proportionate normalized least-mean-square (IAF-PNLMS) algorithm. For such, the modeling methodology used considers that the gain matrix is time varying and the input signal is not restricted to be white. A model is obtained that predicts the algorithm mean weight behavior for both transient and steady-state phases. Through simulation results, the accuracy of the proposed model is verified. In addition, the approach developed here is general and can be applied to other PNLMS-type algorithms.

Keywords

adaptive signal processing; least mean squares methods; IAF-PNLMS algorithm; adaptive weight evolution; individual-activation-factor proportionate normalized least-mean-square; mean weight evolution; stochastic model; Adaptation model; Brazil Council; Circuits; Data models; Electronic mail; Laboratories; Mathematical model; Permission; Prediction algorithms; Predictive models; Signal processing; Signal processing algorithms; Stochastic processes; IAF-PNLMS algorithm; mean weight evolution; stochastic model;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/TSP.2010.2063428

Filename

5540314