Lower Excess Mean Square Error Research Articles

A New Variable Step-Size NLMS Algorithm and Its Performance Analysis

Numerous variable step-size normalized least mean-square (VSS-NLMS) algorithms have been derived to solve the dilemma of fast convergence rate or low excess mean-square error in the past two decades. This paper proposes a new, easy to implement, nonparametric VSS-NLMS algorithm that employs the mean-square error and the estimated system noise power to control the step-size update. Theoretical analysis of its steady-state behavior shows that, when the input is zero-mean Gaussian distributed, the misadjustment depends only on a parameter β controlling the update of step size. Simulation experiments show that the proposed algorithm performs very well. Furthermore, the theoretical steady-state behavior is in very good agreement with the experimental results.