Title :
Sample convergence of the normed LMS algorithm with feedback delay
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., Polytech. Univ., Farmingdale, NY, USA
Abstract :
When a delay of even one iteration is introduced in the coefficient update loop, the projection properties of the NLMS (normed least mean square) algorithm are lost, allowing the error vector to increase as well as decrease in any given update. This makes the analysis of the algorithm with delay much more difficult. An exact analysis of the delayed update algorithm, on a sample function basis, is developed. It is shown that for any delay, the gain parameter, can be chosen sufficiently small to guarantee exponential convergence, assuming only that the input satisfies the standard mixing condition
Keywords :
convergence of numerical methods; delays; feedback; least squares approximations; coefficient update loop; error vector; exact analysis; exponential convergence; feedback delay; gain parameter; normed LMS algorithm; normed least mean square; sample convergence; Algorithm design and analysis; Computer errors; Convergence; Delay; Error correction; Feedback; Least squares approximation; Mean square error methods; Recursive estimation; Stability;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1991. ICASSP-91., 1991 International Conference on
Conference_Location :
Toronto, Ont.
Print_ISBN :
0-7803-0003-3
DOI :
10.1109/ICASSP.1991.150827