DocumentCode :
987460
Title :
Analytical Performance of the LMS Algorithm on the Estimation of Wide Sense Stationary Channels
Volume :
52
Issue :
5
fYear :
2004
fDate :
5/1/2004 12:00:00 AM
Firstpage :
855
Lastpage :
855
Abstract :
Analytical Performance of the LMS Algorithm on the Estimation of Wide Sense Stationary Channels The performance of the least mean square (LMS) algorithm on the estimation of time-varying channels is analytically evaluated, using the estimation error-correlation matrix, the mean-square weight error (MSWE), and the mean-square estimation error (MSE) as parameters. Expressions for those parameters are obtained from a set of hypotheses usually adopted in the communication systems context. The channel is modeled as a wide sense stationary (WSS) discrete-time stochastic field with known autocorrelation. The expressions for the steady-state MSWE and MSE are specialized for the class of WSS channel models, and an original analysis of the optimum LMS step-size parameter for usual channel models is addressed. For the sake of comparison with other works, the analytical step-size optimization for random-walk models is also considered. Several estimates of MSWE curves obtained by computer simulation are compared with analytical results for validation purposes. A very good agreement between simulated and analytical results for both the MSWE expressions and the optimum value of the LMS step-size parameter is shown.
Keywords :
Algorithm design and analysis; Autocorrelation; Computer simulation; Context; Estimation error; Least squares approximation; Performance analysis; Steady-state; Stochastic processes; Time-varying channels;
fLanguage :
English
Journal_Title :
Communications, IEEE Transactions on
Publisher :
ieee
ISSN :
0090-6778
Type :
jour
DOI :
10.1109/TCOMM.2004.826228
Filename :
1299075
Link To Document :
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