Title :
Total least mean squares algorithm
Author :
Feng, Da-Zheng ; Bao, Zheng ; Jiao, Li-Cheng
Author_Institution :
Res. Inst. of Electron. Eng., Xidian Univ., Xi´´an, China
fDate :
8/1/1998 12:00:00 AM
Abstract :
Widrow (1971) proposed the least mean squares (LMS) algorithm, which has been extensively applied in adaptive signal processing and adaptive control. The LMS algorithm is based on the minimum mean squares error. On the basis of the total least mean squares error or the minimum Raleigh quotient, we propose the total least mean squares (TLMS) algorithm. The paper gives the statistical analysis for this algorithm, studies the global asymptotic convergence of this algorithm by an equivalent energy function, and evaluates the performances of this algorithm via computer simulations
Keywords :
adaptive control; adaptive signal processing; error analysis; least mean squares methods; numerical stability; statistical analysis; LMS algorithm; TLMS algorithm; adaptive control; adaptive signal processing; computer simulations; equivalent energy function; global asymptotic convergence; minimum Raleigh quotient; minimum mean squares error; performance evaluation; stability; statistical analysis; total least mean squares algorithm; total least mean squares error; Adaptive control; Adaptive signal processing; Computer simulation; Convergence; Least mean square algorithms; Least squares approximation; Mean square error methods; Performance evaluation; Signal processing algorithms; Statistical analysis;
Journal_Title :
Signal Processing, IEEE Transactions on
