Stability of variable and random stepsize LMS
نویسندگان
چکیده
The stability of variable stepsize LMS (VSLMS) algorithms with uncorrelated stationary Gaussian data is studied. It is found that when the stepsize is determined by the past data, the boundedness of the stepsize by the usual stability condition of xed stepsize LMS is su cient for the stability of VSLMS. When the stepsize is also related to the current data, the above constraint is no longer su cient. Instead, both the upperbound and the lowerbound of the stepsize must be within a smaller region. An exact expression of the stability region is developed for single tap lter. The results are veri ed by computer simulations.
منابع مشابه
A hybrid method with optimal stability properties for the numerical solution of stiff differential systems
In this paper, we consider the construction of a new class of numerical methods based on the backward differentiation formulas (BDFs) that be equipped by including two off--step points. We represent these methods from general linear methods (GLMs) point of view which provides an easy process to improve their stability properties and implementation in a variable stepsize mode. These superioritie...
متن کاملA kurtosis-driven variable step-size LMS algorithm
In this contribution a new technique for adjusting the stepsize of the LMS algorithm is introduced. The proposed method adjusts the step-size sequence utilising the kurtosis of the estimation error, reducing therefore performance degradation due to the existence of significant gaussiandistributed noise. The algorithm’s behaviour is analysed and equations regarding the evolution of the weight-er...
متن کاملPerformance analysis of the DCT-LMS adaptive filtering algorithm
This paper presents the convergence analysis result of the discrete cosine transform-least-mean-square (DCT-LMS) adaptive "ltering algorithm which is based on a well-known interpretation of the variable stepsize algorithm. The time-varying stepsize of the DCT-LMS algorithm is implemented by the modi"ed power estimator to redistribute the spread power after the DCT. The performance analysis is c...
متن کاملComparison of DC Offset Effects on LMS Algorithm and its Derivatives
It is well known that DC offset degrades the performance of analog adaptive filters. The effects of DC offset on LMS derivatives such as sign-data LMS, sign-error LMS and sign-sign LMS have been studied to much extent but that on MLMS, VSSLMS and NLMS algorithms have remained relatively ignored. The present paper reports the effects of dc offset on LMS algorithm and its four variations Sign LMS...
متن کاملDevelopment of Variable Stepsize Variable Order Block Method in Divided Difference Form for the Numerical Solution of Delay Differential Equations
This paper considers the development of a two-point predictor-corrector block method for solving delay differential equations. The formulae are represented in divided difference form and the algorithm is implemented in variable stepsize variable order technique. The block method produces two new values at a single integration step. Numerical results are compared with existing methods and it is ...
متن کامل