NDLI: Optimal variable step-size LMS model and algorithm with independence assumption

Content Provider	Springer Nature Link
Author	Gu, Yuantao Tang, Kun Cui, Huijuan Du, Wen
Copyright Year	2003
Abstract	To solve the contradiction between convergence rate and steady-state error in least mean square (LMS) algorithm, basing on independence assumption, this paper proposes and proves the optimal step-size theorem from the view of minimizing mean squared error (MSE). The theorem reveals the one-to-one mapping between the optimal step-size and MSE. Following the theorem, optimal variable step-size LMS (OVS-LMS) model, describing the theoretical bound of the convergence rate of LMS algorithm, is constructed. Then we discuss the selection of initial optimal step-size and updating of optimal step-size at the time of unknown system changing. At last an optimal step-size LMS algorithm is proposed and tested in various environments. Simulation results show the proposed algorithm is very close to the theoretical bound.
Starting Page	409
Ending Page	419
Page Count	11
File Format	PDF
ISSN	10092757
Journal	Science in China Series : Information Sciences
Volume Number	46
Issue Number	6
e-ISSN	18622836
Language	English
Publisher	Science in China Press
Publisher Date	2003-01-01
Publisher Place	Beijing
Access Restriction	Subscribed
Subject Keyword	LMS OVS-LMS variable step-size optimal step-size theorem Information Systems and Communication Service
Content Type	Text
Resource Type	Article
Subject	Computer Science

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Optimal variable step-size LMS model and algorithm with independence assumption