Analytical linkage between theoretically-optimum and adhoc step-size establishment for nonstationary LMS filtering

Author

Webster, Mark ; Richards, Jim

Author_Institution

Harris Corp., Melbourne, FL, USA

fYear

1991

fDate

4-7 Nov 1991

Firstpage

1266

Abstract

For nonstationary LMS adaptive filtering, results are presented which help bridge the gap between ideal theoretical, optimal step-sizes and practical, ad hoc, automatically established step-sizes. An analytical derivation is presented which demonstrates that for the nonstationary system identification paradigm a novel automatic step-size establishment technique estimates the theoretically optimum step-size. This technique sets the step size using the gradient´s signal-to-noise ratio

Keywords

adaptive filters; filtering and prediction theory; least squares approximations; optimisation; parameter estimation; adhoc step-size; automatic step-size establishment technique; least mean squares filtering; nonstationary LMS adaptive filtering; signal-to-noise ratio; system identification paradigm; theoretically optimum step-size; Adaptive filters; Autocorrelation; Couplings; Finite impulse response filter; Information filtering; Least squares approximation; Markov processes; System identification; White noise; Working environment noise;

fLanguage

English

Publisher

ieee

Conference_Titel

Military Communications Conference, 1991. MILCOM '91, Conference Record, Military Communications in a Changing World., IEEE

Conference_Location

McLean, VA

Print_ISBN

0-87942-691-8

Type

conf

DOI

10.1109/MILCOM.1991.258471

Filename

258471