An optimized NLMS algorithm for system identification

The normalized least-mean-square (NLMS) adaptive filter is widely used in system identification. In this paper, we develop an optimized NLMS algorithm, in the context of a state variable model. The proposed algorithm follows a joint-optimization problem on both the normalized step-size and regularization parameters, in order to minimize the system misalignment. Consequently, it achieves a proper compromise between the performance criteria, i.e., fast convergence/tracking and low misadjustment. Simulations performed in the context of acoustic echo cancellation indicate the good features of the proposed algorithm. & 2015 Elsevier B.V. All rights reserved.