STOCHASTIC ANALYSIS OF THE LMS ALGORITHM FOR NON-STATIONARY WHITE GAUSSIAN INPUTS

被引：0
|
作者：
Bershad, Neil J. [1 ]
Bermudez, Jose C. M. [2 ]
机构：
[1] Univ Calif Irvine, Dept Elect Eng & Comp Sci, Irvine, CA 92717 USA
[2] Univ Fed Santa Catarina, Dept Elect Engn, BR-88040900 Florianopolis, SC, Brazil
来源：
2011 IEEE STATISTICAL SIGNAL PROCESSING WORKSHOP (SSP) | 2011年
关键词：
Adaptive filters; Analysis; LMS Algorithm; stochastic algorithms;
D O I：
暂无
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
This paper studies the stochastic behavior of the LMS algorithm for a system identification framework when the input signal is a non-stationary white Gaussian process. The unknown system is modeled by the standard random walk model. An approximate theory is developed which is based upon the instantaneous average power in the adaptive filter taps. The stability of the algorithm is investigated using this model. Monte Carlo simulations of the algorithm provides strong support for the theoretical approximation.
引用
收藏
页码：57 / 60
页数：4
相关论文
共 50 条
  • [1] Stochastic analysis of the least mean fourth algorithm for non-stationary white Gaussian inputs
    Eweda Eweda
    Neil J. Bershad
    Jose C. M. Bermudez
    [J]. Signal, Image and Video Processing, 2014, 8 : 133 - 142
  • [2] Stochastic analysis of the least mean fourth algorithm for non-stationary white Gaussian inputs
    Eweda, Eweda
    Bershad, Neil J.
    Bermudez, Jose C. M.
    [J]. SIGNAL IMAGE AND VIDEO PROCESSING, 2014, 8 (01) : 133 - 142
  • [3] Stochastic analysis of the diffusion LMS algorithm for cyclostationary white Gaussian inputs
    Bershad, Neil J.
    Eweda, Eweda
    Bermudez, Jose C. M.
    [J]. SIGNAL PROCESSING, 2021, 185
  • [4] Stochastic analysis of soft limiters in the LMS algorithm for stationary white Gaussian inputs-A unified theory
    Bershad, Neil J.
    Eweda, Eweda
    Bermudez, Jose C. M.
    [J]. SIGNAL PROCESSING, 2018, 142 : 27 - 35
  • [5] Stochastic analysis of the LMS algorithm for cyclostationary colored Gaussian and non-Gaussian inputs
    Bershad, Neil J.
    Eweda, Eweda
    Bermudez, Jose C. M.
    [J]. DIGITAL SIGNAL PROCESSING, 2019, 88 : 149 - 159
  • [6] Stochastic Analysis of the LMS and NLMS Algorithms for Cyclostationary White Gaussian and Non-Gaussian Inputs
    Eweda, Eweda
    Bershad, Neil J.
    Bermudez, Jose Carlos M.
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2018, 66 (18) : 4753 - 4765
  • [7] Stochastic analysis of the LMS algorithm for cyclostationary colored Gaussian inputs
    Bermudez, Jose C. M.
    Bershad, Neil J.
    Eweda, Eweda
    [J]. SIGNAL PROCESSING, 2019, 160 : 127 - 136
  • [8] Stochastic Analysis of the Signed LMS Algorithms for Cyclostationary White Gaussian Inputs
    Eweda, Eweda
    Bershad, Neil J.
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2017, 65 (07) : 1673 - 1684
  • [9] Stochastic Analysis of the LMS and NLMS Algorithms for Cyclostationary White Gaussian Inputs
    Bershad, Neil J.
    Eweda, Eweda
    Bermudez, Jose C. M.
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2014, 62 (09) : 2238 - 2249
  • [10] A square root normalized LMS algorithm for adaptive identification with non-stationary inputs
    Alouane, Monia Turki-Hadj
    [J]. JOURNAL OF COMMUNICATIONS AND NETWORKS, 2007, 9 (01) : 18 - 27
12345