DocumentCode
787028
Title
Robust design of the LMS algorithm
Author
Kwong, C.P.
Author_Institution
Dept. of Inf. Eng., Chinese Univ. of Hong Kong, Shatin, Hong Kong
Volume
40
Issue
10
fYear
1992
fDate
10/1/1992 12:00:00 AM
Firstpage
2613
Lastpage
2616
Abstract
A method to optimize the step size of the LMS algorithm when it is used to identify a time-varying system is proposed. The formulation allows uncertain specifications of the input excitation and the plant variation. The method is robust in that it minimizes the mean square error for the worst-case data of these variables
Keywords
identification; least squares approximations; time-varying systems; LMS algorithm; input excitation; mean square error minimisation; plant variation; robust design; step size optimisation; system identification; time-varying system; uncertain specifications; worst-case data; Algorithm design and analysis; Finite impulse response filter; Frequency domain analysis; Least squares approximation; Minimax techniques; Optimization methods; Robustness; Switches; Time varying systems; Uncertainty;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.157306
Filename
157306
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