DocumentCode
417389
Title
A simple model for the effect of normalization on the convergence rate of adaptive filters
Author
Nascimento, Vítor H.
Author_Institution
Electron. Syst. Eng. Dept., Sao Paulo Univ., Brazil
Volume
2
fYear
2004
fDate
17-21 May 2004
Abstract
We propose a new simple model for the input regressor vectors in adaptive filters. This model allows more insight on the effect of normalization on the convergence rate and eigenvalue spread for the normalized least-mean-squares algorithm (NLMS). Using the new model, we show that NLMS works best to reduce eigenvalue spread when the input regressor vector points to all directions with equal probability, but with direction-dependent power.
Keywords
adaptive filters; convergence of numerical methods; eigenvalues and eigenfunctions; filtering theory; least mean squares methods; probability; NLMS; adaptive filter convergence rate; direction-dependent power; eigenvalue spread; input regressor vectors; normalization; normalized LMS algorithm; normalized least-mean-squares algorithm; regressor vector; Adaptive filters; Algorithm design and analysis; Autocorrelation; Brazil Council; Convergence; Eigenvalues and eigenfunctions; Equations; Least squares approximation; Stability;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 2004. Proceedings. (ICASSP '04). IEEE International Conference on
ISSN
1520-6149
Print_ISBN
0-7803-8484-9
Type
conf
DOI
10.1109/ICASSP.2004.1326292
Filename
1326292
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