Title :
Analysis of an LMS algorithm for unbiased impulse response estimation
Author :
So, H.C. ; Chan, Y.T.
Author_Institution :
Dept. of Comput. Eng. & Inf. Technol., City Univ. of Hong Kong, China
fDate :
7/1/2003 12:00:00 AM
Abstract :
In this correspondence, a least mean squares (LMS)-based algorithm is devised for unbiased system identification in the presence of white input and output noise, assuming that the ratio of the noise powers is known. The proposed approach aims to minimize the mean square value of the equation-error function under a constant-norm constraint and is equivalent to minimizing a modified mean square error (MSE) function. An analysis of the algorithm shows that the estimates will converge to the true values in the mean sense. The variances of the parameter estimates are also available. Computer simulations are included to corroborate the theoretical development and to evaluate the impulse response estimation performance of the LMS algorithm under different conditions.
Keywords :
FIR filters; IIR filters; adaptive filters; least mean squares methods; parameter estimation; transient response; white noise; LMS algorithm; adaptive filter; bias removal; constant-norm constraint; equation-error function; least mean squares algorithm; modified mean square error function; noise powers; output noise; parameter estimates; unbiased impulse response estimation; unbiased system identification; white input noise; Additive noise; Algorithm design and analysis; Equations; Finite impulse response filter; Least squares approximation; Mean square error methods; Parameter estimation; Signal processing algorithms; Signal to noise ratio; System identification;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2003.812747