Title :
Improved Adaptive Convex Combination of Least Mean Square (LMS) Algorithm
Author :
Wang, Wei ; Mu, Chuankun ; Song, Hongru ; Yu, Miao
Author_Institution :
Coll. of Autom., Harbin Eng. Univ., Harbin, China
Abstract :
In the normal adaptive convex combination of least mean square algorithm (CLMS), the rule for modifying mixing parameter is based on the steepest descent method. When the algorithm converges, it will generate zigzag phenomena, which can make the convergence speed become slowly. To solve this problem, a new method that combines steepest descent method with damp Newton method for the mixing parameter is presented in this paper. The improved method can get faster convergence speed as well as retain the properties of normal convex combination algorithm. The results of comparison and simulation verify that the improved method has faster convergence speed and better performance.
Keywords :
computational complexity; convergence; gradient methods; least mean squares methods; convergence speed; damp Newton method; improved adaptive convex combination; least mean square algorithm; parameter mixing; steepest descent method; zigzag phenomena; Convergence; Filtering algorithms; Filtering theory; Least squares approximation; Newton method; Signal processing algorithms; Steady-state; CLMS; damp Newton method; steepest descent method; zigzag phenomena;
Conference_Titel :
Computational and Information Sciences (ICCIS), 2010 International Conference on
Conference_Location :
Chengdu
Print_ISBN :
978-1-4244-8814-8
Electronic_ISBN :
978-0-7695-4270-6
DOI :
10.1109/ICCIS.2010.145