Title :
New Steady-State Analysis Results of Variable Step-Size LMS Algorithm With Different Noise Distributions
Author :
Sheng Zhang ; Jiashu Zhang
Author_Institution :
Sichuan Province Key Lab. of Signal & Inf. Process., Southwest Jiaotong Univ., Chengdu, China
Abstract :
The step-size in well-known variable step-size least mean square (VSSLMS) is updated as μn+1 = αμn + γen2 with , γ > 0, and μn+1 is set to μmin or μmax when it falls below or above these lower and upper bounds, respectively. It provides fast convergence at early stages of adaptation while ensuring small steady-state misalignment. This paper considers the steady-state performance of the VSSLMS in non-Gaussian noise environments. The contribution of the paper to the VSSLMS is threefold; (1) when γ ≪ 1 - α, the VSSLMS has low steady-state misalignment. (2) when α ≪ 1, the VSSLMS achieves different steady-state misalignments for different noise distributions. (3) In theory, there are different optimal values α for different noise distributions, i.e., 0.17 (Gaussian distribution), 0.21 (Student distribution), 0.38 (Laplace distribution), 0 (Binary and Uniform distributions). Analytical results are compared with simulations and are shown to agree well.
Keywords :
least mean squares methods; Gaussian distribution; Laplace distribution; binary and uniform distribution; noise distribution; nonGaussian noise environment; steady-state analysis results; student distribution; variable step-size LMS algorithm; variable step-size least mean square; Algorithm design and analysis; Convergence; Least squares approximations; Noise; Signal processing algorithms; Steady-state; Vectors; Adaptive filter; steady-state analysis; variable step-size LMS;
Journal_Title :
Signal Processing Letters, IEEE
DOI :
10.1109/LSP.2013.2291404