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Convergence analysis of LMS filters with uncorrelated Gaussian data
Abstract
Statistical analysis of the least mean-squares (LMS) adaptive algorithm with uncorrelated Gaussian data is presented. Exact analytical expressions for the steady-state mean-square error (mse) and the performance degradation due to weight vector misadjustment are derived. Necessary and sufficient conditions for the convergence of the algorithm to the optimal (Wiener) solution within a finite variance are derived. It is found that the adaptive coefficient μ, which controls the rate of convergence of the algorithm, must be restricted to an interval significantly smaller than the domain commonly stated in the literature. The outcome of this paper, therefore, places fundamental limitations on the mse performance and rate of convergence of the LMS adaptive scheme.
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Cites
Widrow, B., Mantey, P. E., Griffiths, L. J., & Goode, B. B. (1967) · Proceedings of the IEEE · doi:10.1109/proc.1967.6092 · Cited by 1,051
Torrieri, D. J. (1979) · doi:10.21236/ada082999 · Cited by 651
A simple adaptive algorithm for real-time processing in antenna arrays
Griffiths, L. J. (1969) · Proceedings of the IEEE · doi:10.1109/proc.1969.7385 · Cited by 244
Performance advantage of complex LMS for controlling narrow-band adaptive arrays
Horowitz, L. L., & Senne, K. D. (1981) · IEEE Transactions on Acoustics Speech and Signal Processing · doi:10.1109/tassp.1981.1163602 · Cited by 165
Cited by
Sayed, A. H. (2014) · Proceedings of the IEEE · doi:10.1109/jproc.2014.2306253 · Cited by 587
Sayed, A. H., Tu, S.-Y., Chen, J., Zhao, X., & Towfic, Z. J. (2013) · IEEE Signal Processing Magazine · doi:10.1109/msp.2012.2231991 · Cited by 494
An adaptive estimation of periodic signals using a Fourier linear combiner
Vaz, C., Kong, X., & Thakor, N. (1994) · IEEE Transactions on Signal Processing · doi:10.1109/78.258116 · Cited by 108
Metadata
- Authors
- Feuer, A., & Weinstein, E.
- Venue
- IEEE Transactions on Acoustics, Speech, and Signal Processing
- Published
- 1985-02
- Volume
- 33
- Issue
- 1
- Pages
- 222-230
- ISSN
- 0096-3518 (ISSN-L)
- OpenAlex
- W2111411409
- Cited by
- 375
- References
- 4
- FWCI
- 8.66
- Type
- journal article
- Language
- en
- Open access
- closed
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- Feuer, A., & Weinstein, E. (1985). Convergence analysis of LMS filters with uncorrelated Gaussian data. IEEE Transactions on Acoustics, Speech, and Signal Processing. https://doi.org/10.1109/tassp.1985.1164493
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
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