Title :
A statistical analysis of the multi-split LMS algorithm
Author :
Resende, L.S. ; Rocha, C.A.F. ; Bermudez, J.C.M. ; Bellanger, M.G.
Author_Institution :
Univ. Fed. de Santa Catarina, Florianopolis, Brazil
Abstract :
The paper presents a statistical analysis of the multi-split LMS algorithm. Deterministic recursions are obtained for the mean weight vector and the mean square error. Simulation results display excellent agreement with the theoretical predictions, and enable us to validate the proposed models for both transient and steady-state behaviors.
Keywords :
Wiener filters; adaptive filters; deterministic algorithms; filtering theory; least mean squares methods; statistical analysis; transient response; Wiener filter; adaptive systems; filter impulse response; mean square error; mean weight vector; multi-split LMS algorithm; multi-split transversal filtering; statistical analysis; steady-state behavior; transient behavior; Adaptive systems; Analytical models; Filtering; Least squares approximation; Mean square error methods; Predictive models; Statistical analysis; Steady-state; Transversal filters; Wiener filter;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2004. Proceedings. (ICASSP '04). IEEE International Conference on
Print_ISBN :
0-7803-8484-9
DOI :
10.1109/ICASSP.2004.1326293
