Title :
On the optimum gain parameter in LMS adaptation
Author_Institution :
University of California, Irvine, CA
fDate :
7/1/1987 12:00:00 AM
Abstract :
In this correspondence, the optimum selection of the adaptation parameter μ in LMS adaptive estimation is discussed for a white data covarianee matrix. It is shown via analysis and numerical evaluation, that the optimum selection of μ is a complicated function of the number of filter taps, the initial weight setting, the Wiener weights, and the number of learning samples, μ is not chosen, in general, to yield the most rapid transient response. For most cases of interest, a smaller value of μ will be selected for slower adaptation and smaller misadjustment error at the end of the learning phase.
Keywords :
Adaptive estimation; Convergence; Covariance matrix; Eigenvalues and eigenfunctions; Equations; Filters; Least squares approximation; Steady-state; Stochastic processes; Transient response;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
DOI :
10.1109/TASSP.1987.1165232