Noise constrained LMS algorithm
نویسندگان
چکیده
In many identi cation and tracking problems, an accurate estimate of the measurement noise variance is available. A partially adaptive LMS-type algorithm is developed which can exploit this information while maintaining the simplicity and robustness of LMS. This noise constrained LMS (NCLMS) algorithm is a type of variable step-size LMS algorithm, which is derived by adding constraints to the mean-square error optimization. The convergence and steady-state performance are analyzed. Both the theoretical results and simulations show that NCLMS can dramatically outperform LMS, RLS and other variable step-size LMS algorithms in a su ciently noisy environment.
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