• 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