DocumentCode
1892216
Title
Optimal convergence factor for the LMS/Newton algorithm
Author
Diniz, Paulo S R ; Biscainho, Luiz W P
Author_Institution
Federal Univ., Rio de Janeiro, Brazil
fYear
1991
fDate
14-17 Apr 1991
Firstpage
2221
Abstract
An efficient approach for the computation of the optimum convergence factor for the LMS (least mean square)/Newton algorithm applied to a transversal FIR structure is proposed. The approach leads to a variable step size algorithm that results in a dramatic reduction in convergence time. The algorithm is evaluated in systems identification applications
Keywords
convergence of numerical methods; digital filters; filtering and prediction theory; identification; least squares approximations; signal processing; LMS/Newton algorithm; convergence time; optimum convergence factor; systems identification; transversal FIR structure; Adaptive filters; Autocorrelation; Convergence; Eigenvalues and eigenfunctions; Finite impulse response filter; IIR filters; Least squares approximation; Statistics; System identification; Transversal filters;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1991. ICASSP-91., 1991 International Conference on
Conference_Location
Toronto, Ont.
ISSN
1520-6149
Print_ISBN
0-7803-0003-3
Type
conf
DOI
10.1109/ICASSP.1991.150256
Filename
150256
Link To Document