DocumentCode
870800
Title
Conditioning of LMS algorithms with fast sampling
Author
Feuer, Arie ; Middleton, Rick
Author_Institution
Dept. of Electr. Eng., Technion-Israel Inst. of Technol., Haifa, Israel
Volume
43
Issue
8
fYear
1995
fDate
8/1/1995 12:00:00 AM
Firstpage
1978
Lastpage
1981
Abstract
The LMS algorithm is very commonly used in signal processing. Its convergence properties depend primarily on the step size chosen and the condition number of an information matrix associated with the system. In most applications today, the LMS uses a regression vector based on the shift operator (including the ubiquitous tapped delay line). We demonstrate that generically, when fast sampling is employed, these regression vectors lead to poorly conditioned LMS. By comparison, delta operator based regression vectors lend with rapid sampling to improved condition numbers, hence, to better performance
Keywords
algorithm theory; convergence of numerical methods; information theory; least mean squares methods; matrix algebra; signal processing; signal sampling; statistical analysis; vectors; LMS algorithms; condition number; conditioning; convergence properties; delta operator; fast sampling; information matrix; performance; regression vector; shift operator; signal processing; step size; tapped delay line; Autocorrelation; Delay lines; Eigenvalues and eigenfunctions; Ellipsoids; Least squares approximation; Rough surfaces; Sampling methods; Signal processing algorithms; Surface roughness; Vectors;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.403356
Filename
403356
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