DocumentCode
1344299
Title
Analysis of the Error Signal of the LMS Algorithm
Author
Hernandez, Wilmar ; Domínguez, M. Elena ; Sansigre, Gabriela
Author_Institution
Dept. of Circuits & Syst., Univ. Politec. de Madrid, Madrid, Spain
Volume
17
Issue
3
fYear
2010
fDate
3/1/2010 12:00:00 AM
Firstpage
229
Lastpage
232
Abstract
An analysis of the error signal of the least-mean-square (LMS) algorithm is conducted from the robust control theory viewpoint. The difference equation that relates the input of the LMS algorithm and the error signal is presented. This equation is used to build the matrix S that maps the input vector to the error vector. It is shown that S has at least one singular value greater than 1. Therefore, the system may amplify noise at high frequencies. Nevertheless, the tap-weight vector may be chosen to prevent that noise amplification and improve the disturbance rejection performance of the LMS algorithm.
Keywords
difference equations; least mean squares methods; matrix algebra; robust control; signal processing; LMS algorithm; difference equation; disturbance rejection; error signal analysis; error vector; least-mean-square algorithm; noise amplification; robust control theory; Error signal; LMS algorithm; singular values; tap-weight vector;
fLanguage
English
Journal_Title
Signal Processing Letters, IEEE
Publisher
ieee
ISSN
1070-9908
Type
jour
DOI
10.1109/LSP.2009.2037533
Filename
5342474
Link To Document