Variable step-size LMS algorithm with a quotient form

Zhao, Shengkui, Man, Zhihong, Khoo, Suiyang and Wu, Hong Ren 2009, Variable step-size LMS algorithm with a quotient form, Signal processing, vol. 89, no. 1, pp. 67-76, doi: 10.1016/j.sigpro.2008.07.013.

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Title Variable step-size LMS algorithm with a quotient form
Author(s) Zhao, Shengkui
Man, Zhihong
Khoo, Suiyang
Wu, Hong Ren
Journal name Signal processing
Volume number 89
Issue number 1
Start page 67
End page 76
Total pages 10
Publisher Elsevier BV
Place of publication Amsterdam, Netherlands
Publication date 2009-01
ISSN 0165-1684
Keyword(s) least mean square (LMS)
variable step-size
system identification
Summary An improved robust variable step-size least mean square (LMS) algorithm is developed in this paper. Unlike many existing approaches, we adjust the variable step-size using a quotient form of filtered versions of the quadratic error. The filtered estimates of the error are based on exponential windows, applying different decaying factors for the estimations in the numerator and denominator. The new algorithm, called more robust variable step-size (MRVSS), is able to reduce the sensitivity to the power of the measurement noise, and improve the steady-state performance for comparable transient behavior, with negligible increase in the computational cost. The mean convergence, the steady-state performance and the mean step-size behavior of the MRVSS algorithm are studied under a slow time-varying system model, which can be served as guidelines for the design of MRVSS algorithm in practical applications. Simulation results are demonstrated to corroborate the analytic results, and to compare MRVSS with the existing representative approaches. Superior properties of the MRVSS algorithm are indicated.
Language eng
DOI 10.1016/j.sigpro.2008.07.013
Field of Research 090609 Signal Processing
090601 Circuits and Systems
Socio Economic Objective 970109 Expanding Knowledge in Engineering
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2008, Elsevier B.V.
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Document type: Journal Article
Collection: School of Engineering
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Created: Sun, 27 Sep 2009, 15:34:02 EST by Sui Yang Khoo

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