Title :
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
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;
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
DOI :
10.1109/MILCOM.1991.258471
