Second moment analysis of the filtered-X LMS algorithm

Author

Tobias, Orlando J. ; Bermudez, Josk C M ; Bershad, Neil J. ; Seara, Rui

Author_Institution

Dept. of Electr. Eng., Univ. Fed. de Santa Catarina, Florianapolis, Brazil

Volume

4

fYear

1999

fDate

15-19 Mar 1999

Firstpage

1873

Abstract

This paper presents a new analytical model for the second moment behavior of the filtered-X LMS algorithm. The new model is not based on the independence theory, and is derived for Gaussian inputs and slow adaptation. Monte Carlo simulations show excellent agreement with the behavior predicted by the theoretical model

Keywords

Gaussian processes; Monte Carlo methods; adaptive filters; adaptive signal processing; covariance matrices; digital simulation; filtering theory; least mean squares methods; Gaussian inputs; Monte Carlo simulations; active noise control; adaptive algorithm; adaptive filters; analytical model; exact secondary path estimation; filtered-X LMS algorithm; mean square error behavior; second moment analysis; slow adaptation; theoretical model; vibration control; weight-error covariance matrix; Adaptive algorithm; Adaptive filters; Algorithm design and analysis; Analytical models; Delay; Electronic mail; Least squares approximation; Nonlinear filters; Steady-state; Stochastic processes;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1999. Proceedings., 1999 IEEE International Conference on

Conference_Location

Phoenix, AZ

ISSN

1520-6149

Print_ISBN

0-7803-5041-3

Type

conf

DOI

10.1109/ICASSP.1999.758288

Filename

758288