ANALYSIS OF LMS-NEWTON ADAPTIVE FILTERING ALGORITHMS WITH VARIABLE CONVERGENCE FACTOR

被引：35
作者：
DINIZ, PSR [1 ]
DECAMPOS, MLR [1 ]
ANTONIOU, A [1 ]
机构：
[1] UNIV VICTORIA,DEPT ELECT & COMP ENGN,VICTORIA,BC V8W 3P6,CANADA
来源：
IEEE TRANSACTIONS ON SIGNAL PROCESSING | 1995年 / 43卷 / 03期
基金：
加拿大自然科学与工程研究理事会;
关键词：
D O I：
10.1109/78.370617
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：
An analysis of two LMS-Newton adaptive filtering algorithms with variable convergence factor is presented. The relations of these algorithms with the conventional recursive least-squares algorithm are first addressed. Their performance in stationary and nonstationary environments is then studied and closed-form formulas for the excess mean-square error (MSE) are derived. The paper deals, in addition, with the effects of roundoff errors for the case of fixed-point arithmetic. Specifically, closed-form formulas far the excess MSE caused by quantization are obtained. The paper concludes with experimental results that demonstrate the validity of the analysis presented.
引用
收藏
页码：617 / 627
页数：11
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