THE LIMITING BEHAVIOR OF LMS

被引：28

作者：

SOLO, V

机构：

[1] Johns Hopkins Univ, Dep of Electr, & Comput Eng, Baltimore, MD, USA

来源：

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING | 1989年 / 37卷 / 12期

基金：

美国国家科学基金会;

关键词：

Mathematical Techniques--Least Squares Approximations - Probability--Random Processes - Signal Filtering and Prediction;

D O I：

10.1109/29.45537

中图分类号：

O42 [声学];

学科分类号：

070206 ; 082403 ;

摘要：

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.

引用

页码：1909 / 1922

页数：14

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