Exact expectation analysis of the LMS adaptive filter without the independence assumption

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 4, Issue , 1992, Pages 61-64

  Douglas, S C ^a   Meng, T H Y ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ADAPTIVE FILTERS; AUDIO SIGNAL PROCESSING; BANDPASS FILTERS; INPUT OUTPUT PROGRAMS; INTELLIGENT SYSTEMS; MEAN SQUARE ERROR; MONTE CARLO METHODS; SIGNAL PROCESSING; SPEECH COMMUNICATION;

EXCESS MEAN SQUARE ERROR; FILTER COEFFICIENTS; INDEPENDENCE ASSUMPTION; LMS ADAPTIVE FILTERS; LMS ALGORITHMS; MEAN SQUARE CONVERGENCES; STATISTICAL DESCRIPTIONS; STATISTICALLY DEPENDENT;

ADAPTIVE FILTERING;

EID: 85008463982     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.1992.226411     Document Type: Conference Paper

References (8)

1. B. Wididw et al., "Stationary and nonstationary learning characteristics of the LMS adaptive filter," Proc. IEEE, vol. 64, no. 8, pp. 1151-1162, August 1976.
2. L.L. Horowitz and K.D. Senne, "Performance advantage of complex LMS for controlling narrow-band adaptive arrays," IEEE Trans. Circuits Syst., vol. CAS-28, no. 6, pp. 562-576, June 1981.
3. B. Fisher and N. J. Bershad, "Die complex LMS adaptive algorithm-transient weight mean and covariance with applications to the ALE," IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-31,no. 1, pp. 34-44, February 1983.
4. W.A. Gardner, "Learning characteristics of stochastic-gradient-descent algorithms: a general study, analysis, and critique," Signal Processing, vol. 6, no. 2, pp. 113-133, April 1984.
5. A. Feuer and E. Weinstein, "Convergence analysis of LMS filters with un-correlated Gaussian data," IEEE Trans. Acoust., Speech, Signal Processing, voL ASSP-33, no. 1, pp. 222-230, February 1985.
6. J.E. Mazo, "On the independence theory of equalizer convergence," Bell Sys. Tech. J. , vol. 58, no. 5, pp. 963-993, May-June 1979.
7. S.C. Douglas and T.H.-Y. Meng, 'The optimum scalar data nonlinearity in LMS adaptation for arbitrary i.i.d. inputs," submitted to IEEE Trans. Signal Processing, October 1990.
8. S.C. Douglas and T.H.-Y. Meng, "An optimum NLMS algorithm: performance improvement over LMS," Proc. International Conf. Acoust., Speech, Signal Processing, Toronto, Ontario, Canada, pp. 2125-2128, May 1991.