Abstract

Problem statement: This study introduced a variable step-size Least Mean-Square (LMS) algorithm in which the step-size is dependent on the Euclidian vector norm of the system output error. The error vector includes the last L values of the error, where L is a parameter to be chosen properly together with other parameters in the proposed algorithm to achieve a trade-off between speed of convergence and misadjustment. Approach: The performance of the algorithm was analyzed, simulated and compared to the Normalized LMS (NLMS) algorithm in several input environments. Results: Computer simulation results demonstrated substantial improvements in the speed of convergence of the proposed algorithms over other algorithms in stationary environments for the same small level of misadjustment. In addition, the proposed algorithm shows superior tracking capability when the system is subjected to an abrupt disturbance. Conclusion: For nonstationary environments, the algorithm performs as well NLMS and other variable step-size algorithms.

Highlights

  • The Least Mean-Square (LMS) algorithm is a stochastic gradient algorithm in that it iterates each tap weight of the transversal filter in the direction of the negative instantaneous gradient of the squared error signal with respect to the tap weight in question

  • This study introduces an LMS-type algorithm where the step-size varies according to error vector normalization

  • Several cases of uncorrelated and correlated stationary and Performance improvement of the Robust Variable Step-Size (RVSS) algorithm over other algorithms is confirmed in Fig. 6, which shows the plot of the ensemble average trajectory of one of the adaptive filter coefficients for each algorithm

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Summary

Introduction

The Least Mean-Square (LMS) algorithm is a stochastic gradient algorithm in that it iterates each tap weight of the transversal filter in the direction of the negative instantaneous gradient of the squared error signal with respect to the tap weight in question. The Normalized Least Mean-Square (NLMS) algorithm uses a normalized step-size with respect to the filter input signal.

Results
Conclusion
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