The limiting behavior of LMS

Author

Solo, Victor

Author_Institution

Dept. of Electr. & Comput. Eng., Johns Hopkins Univ., Baltimore, MD, USA

Volume

37

Issue

12

fYear

1989

fDate

12/1/1989 12:00:00 AM

Firstpage

1909

Lastpage

1922

Abstract

A realization-oriented analysis is given of the gradient noise misadjustment and lag misadjustment performance of the LMS (least-mean-square) algorithm. New formulas are given for both of these components of excess mean-square error. It is shown that the traditional formula for lag misadjustment needs to be modified by adding further terms due to gradient noise and noise variance. To perform the analysis, it is necessary to study the convergence (with probability one) of the noise-free, fixed-parameter LMS algorithm. Convergence is found under simple conditions that improve on those previously obtained

Keywords

least squares approximations; signal processing; LMS; convergence; gradient noise misadjustment; lag misadjustment; least-mean-square; limiting behavior; noise variance; realization-oriented analysis; signal processing; Adaptive equalizers; Adaptive signal processing; Algorithm design and analysis; Convergence; Helium; Least squares approximation; Limiting; Noise cancellation; Performance analysis; Signal processing algorithms;

fLanguage

English

Journal_Title

Acoustics, Speech and Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

0096-3518

Type

jour

DOI

10.1109/29.45537

Filename

45537