DocumentCode :
1149349
Title :
An improved statistical analysis of the least mean fourth (LMF) adaptive algorithm
Author :
Hubscher, Pedro Inácio ; Bermudez, José Carlos M
Author_Institution :
Integration & Tests Lab., Nat. Inst. for Space Res., Sao Jose Dos Campos, Brazil
Volume :
51
Issue :
3
fYear :
2003
fDate :
3/1/2003 12:00:00 AM
Firstpage :
664
Lastpage :
671
Abstract :
The paper presents an improved statistical analysis of the least mean fourth (LMF) adaptive algorithm behavior for a stationary Gaussian input. The analysis improves previous results in that higher order moments of the weight error vector are not neglected and that it is not restricted to a specific noise distribution. The analysis is based on the independence theory and assumes reasonably slow learning and a large number of adaptive filter coefficients. A new analytical model is derived, which is able to predict the algorithm behavior accurately, both during transient and in steady-state, for small step sizes and long impulse responses. The new model is valid for any zero-mean symmetric noise density function and for any signal-to-noise ratio (SNR). Computer simulations illustrate the accuracy of the new model in predicting the algorithm behavior in several different situations.
Keywords :
adaptive filters; adaptive signal processing; least mean squares methods; random noise; statistical analysis; transient analysis; transient response; SNR; adaptive filter coefficients; adaptive signal processing; impulse response; independence theory; least mean fourth adaptive algorithm; least mean square methods; signal-to-noise ratio; slow learning; stationary Gaussian input; statistical analysis; steady-state; symmetric noise density function; transient; transient analysis; weight error vector; zero-mean noise density function; Adaptive algorithm; Adaptive filters; Analytical models; Computer simulation; Density functional theory; Prediction algorithms; Signal to noise ratio; Statistical analysis; Steady-state; Transient analysis;
fLanguage :
English
Journal_Title :
Signal Processing, IEEE Transactions on
Publisher :
ieee
ISSN :
1053-587X
Type :
jour
DOI :
10.1109/TSP.2002.808126
Filename :
1179758
Link To Document :
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