Optimal variable step size for the LMS/Newton algorithm with application to subband adaptive filtering

Author

Diniz, Paulo S R ; Biscainho, Luiz W P

Author_Institution

Programa de Engenharia Eletrica, Federal Univ. of Rio de Janeiro, Brazil

Volume

40

Issue

11

fYear

1992

fDate

11/1/1992 12:00:00 AM

Firstpage

2825

Lastpage

2829

Abstract

An efficient approach for the computation of the optimum convergence factor for the LMS (least mean square)/Newton algorithm applied to a transversal FIR structure is proposed. The approach leads to a variable step size algorithm that results in a dramatic reduction in convergence time. The algorithm is evaluated in system identification applications where two alternative implementations of the adaptive filter are considered: the conventional transversal FIR realization and adaptive filtering in subbands

Keywords

adaptive filters; convergence of numerical methods; digital filters; filtering and prediction theory; least squares approximations; LMS/Newton algorithm; optimum convergence factor; subband adaptive filtering; system identification applications; transversal FIR structure; variable step size algorithm; Adaptive filters; Convergence; Extraterrestrial measurements; Filtering algorithms; Finite impulse response filter; Geophysical measurements; Interpolation; Kernel; Least squares approximation; Sampling methods;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.165673

Filename

165673