Title :
Leaky LMS: a detailed analysis
Author :
Mayyas, K.A. ; Aboulnasr, T.
Author_Institution :
Dept. of Electr. Eng., Ottawa Univ., Ont., Canada
fDate :
30 Apr-3 May 1995
Abstract :
This paper presents a comprehensive analytical treatment of the mean-square error performance for the leaky LMS adaptive algorithm for Gaussian input data. Exact expressions that completely characterize the second moment of the coefficient vector and algorithm misadjustment are developed. Rigorous conditions for MSE convergence are also established. Analytical results are compared to simulation and are shown to agree well
Keywords :
Gaussian processes; adaptive signal processing; convergence of numerical methods; error analysis; least mean squares methods; Gaussian input data; MSE convergence; algorithm misadjustment; analytical treatment; coefficient vector second moment; leaky LMS adaptive algorithm; mean-square error performance; simulation; step size stability bounds; Adaptive algorithm; Algorithm design and analysis; Convergence; Costs; Degradation; Gradient methods; Least squares approximation; Parameter estimation; Performance analysis; Stability analysis;
Conference_Titel :
Circuits and Systems, 1995. ISCAS '95., 1995 IEEE International Symposium on
Conference_Location :
Seattle, WA
Print_ISBN :
0-7803-2570-2
DOI :
10.1109/ISCAS.1995.520373
