Theoretical Analysis of LMS Algorithm for Time-Varying Unknown System

被引：0
|
作者：
Ishibushi, Norihiro [1 ]
Kajikawa, Yoshinobu [2 ]
Miyoshi, Seiji [2 ]
机构：
[1] Kansai Univ, Grad Sch Sci & Engn, Suita, Osaka, Japan
[2] Kansai Univ, Fac Engn Sci, Suita, Osaka, Japan
来源：
2016 ASIA-PACIFIC SIGNAL AND INFORMATION PROCESSING ASSOCIATION ANNUAL SUMMIT AND CONFERENCE (APSIPA) | 2016年
关键词：
ADAPTIVE FILTER; LEARNING CHARACTERISTICS;
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：
We analyze the behaviors of the LMS algorithm for a time-varying unknown system using a statistical-mechanical method. We obtain simultaneous differential equations that describe the dynamical behaviors of the macroscopic variables under conditions in which the tapped-delay line is sufficiently long. We show the existence of an optimal step size owing to the trade-off between the noise misadjustment and the lag misadjustment. Furthermore, we obtain the exact optimal step size in the case of a white reference signal. The derived theory includes the behaviors for a time-constant unknown system as a special case.
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页数：4
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