Steady-State Performance of Non-Negative Least-Mean-Square Algorithm and Its Variants

被引:23
作者
Chen, Jie [1 ]
Bermudez, Jose Carlos M. [2 ]
Richard, Cedric [1 ]
机构
[1] Univ Nice Sophia Antipolis, CNRS, Lagrange Lab, Observ Cote Azur, F-06108 Nice 2, France
[2] Univ Fed Santa Catarina, Dept Elect Engn, BR-88040900 Florianopolis, SC, Brazil
关键词
Non-negative LMS; steady-state performance; excess mean-square error; stochastic behavior;
D O I
10.1109/LSP.2014.2320944
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
The Non-Negative Least-Mean-Square (NNLMS) algorithm and its variants have been proposed for online estimation under non-negativity constraints. The transient behavior of the NNLMS, Normalized NNLMS, Exponential NNLMS and Sign-Sign NNLMS algorithms have been studied in the literature. In this letter, we derive closed-form expressions for the steady-state excess mean-square error (EMSE) for the four algorithms. Simulation results illustrate the accuracy of the theoretical results. This work complements the understanding of the behavior of these algorithms.
引用
收藏
页码:928 / 932
页数:5
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