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Content Provider | IEEE Xplore Digital Library |
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Author | Bershad, N.J. Macchi, O.M. |
Copyright Year | 1991 |
Abstract | For pt.I see ibid., vol.39, no. 3, p.583-94 (1991). The authors present a methodology for evaluating the tracking behavior of the least-mean square (LMS) algorithm for the nontrivial case of recovering a chirped sinusoid in additive noise. A complete closed-form analysis of the LMS tracking properties for a nonstationary inverse system modeling problem is also presented. The mean-square error (MSE) performance of the LMS algorithm is calculated as a function of the various system parameters. The misadjustment or residual of the adaptive filter output is the excess MSE as compared to the optimal filter for the problem. It is caused by three errors in the adaptive weight vector: the mean lag error between the (time-varying mean) weight and the time-varying optimal weight; the fluctuations of the lag error; and the noise misadjustment which is due to the output noise. These results are important because they represent a precise analysis of a nonstationary deterministic inverse modeling system problem with the input being a colored signal. The results are in agreement with the form of the upper bounds for the misadjustment provided by E. Eweda and O. Macchi (1985) for the deterministic nonstationarity.< |
Sponsorship | IEEE Signal Processing Society |
Starting Page | 595 |
Ending Page | 602 |
Page Count | 8 |
File Size | 588131 |
File Format | |
ISSN | 1053587X |
Volume Number | 39 |
Issue Number | 3 |
Language | English |
Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
Publisher Date | 1991-03-01 |
Publisher Place | U.S.A. |
Access Restriction | One Nation One Subscription (ONOS) |
Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
Subject Keyword | Chirp Least squares approximation Signal processing algorithms Fluctuations Signal to noise ratio Additive noise Filters Modeling Additive white noise Size control |
Content Type | Text |
Resource Type | Article |
Subject | Signal Processing Electrical and Electronic Engineering |
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