Least Mean Square Algorithm for Unbiased Impulse Response Estimation - Circuits and Systems. MWSCAS 2002. Proceedings of the 2002 IEEE Midwest Symposium on
نویسنده
چکیده
In this paper, a least mean square (LMS) t ype algorithm is devised for unbiased system identi cation in the presence of white input and output noise, assuming that the ratio of the noise powers is known. The proposed approach aims to minimi ze the mean square value of the equation-error function under a constantnorm constrain t, and is equivalent to minimizin g a modi ed mean square error function. Analysis of the algorithm shows that the estimates will converge to the true values in the mean sense. Computer sim ulations are included to corroborate the theoretical development and to evaluate the impulse response estimation performance of the LMS algorithm.
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