DocumentCode
1112581
Title
On the optimum gain parameter in LMS adaptation
Author
Bershad, N.J.
Author_Institution
University of California, Irvine, CA
Volume
35
Issue
7
fYear
1987
fDate
7/1/1987 12:00:00 AM
Firstpage
1065
Lastpage
1068
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;
fLanguage
English
Journal_Title
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
0096-3518
Type
jour
DOI
10.1109/TASSP.1987.1165232
Filename
1165232
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