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A simple variable step size LMS adaptive algorithm
Author(s) -
Haweel Tarek I.
Publication year - 2004
Publication title -
international journal of circuit theory and applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.364
H-Index - 52
eISSN - 1097-007X
pISSN - 0098-9886
DOI - 10.1002/cta.294
Subject(s) - algorithm , convergence (economics) , variable (mathematics) , least mean squares filter , range (aeronautics) , adaptive algorithm , mathematics , simple (philosophy) , process (computing) , gaussian , computer science , signal (programming language) , adaptive filter , engineering , mathematical analysis , philosophy , physics , epistemology , quantum mechanics , aerospace engineering , economics , programming language , economic growth , operating system
A new LMS based variable step size adaptive algorithm is presented. The step size is incremented or decremented by a small positive value, whenever the instantaneous error is positive or negative, respectively. The algorithm is simple, robust and efficient. It is characterized by fast convergence and low steady state mean squared error. The performance of the algorithm is analysed for a stationary zero‐mean white‐Gaussian input. MC simulations are provided to demonstrate its improved performance over the conventional LMS ( Proc. IEEE 1976; 64 :1151–1162) and some other variable step size adaptive algorithms ( IEEE Trans. Signal Process . 1992; 40 :1633–1642; IEEE Trans. Signal Process . 1997; 45 :631–639) within a range of statistical environments. For a non‐stationary input, the proposed algorithm behaves similar to these algorithms. A modified version of the algorithm is presented to perform in the presence of abrupt changes. Copyright © 2004 John Wiley & Sons, Ltd.