
doi: 10.1002/cta.294
AbstractA new LMS based variable step size adaptive algorithm is presented. The step size is incremented or decremented by a small positive value, whenever the instantaneous error is positive or negative, respectively. The algorithm is simple, robust and efficient. It is characterized by fast convergence and low steady state mean squared error. The performance of the algorithm is analysed for a stationary zero‐mean white‐Gaussian input. MC simulations are provided to demonstrate its improved performance over the conventional LMS (Proc. IEEE 1976; 64:1151–1162) and some other variable step size adaptive algorithms (IEEE Trans. Signal Process. 1992; 40:1633–1642; IEEE Trans. Signal Process. 1997; 45:631–639) within a range of statistical environments. For a non‐stationary input, the proposed algorithm behaves similar to these algorithms. A modified version of the algorithm is presented to perform in the presence of abrupt changes. Copyright © 2004 John Wiley & Sons, Ltd.
Signal theory (characterization, reconstruction, filtering, etc.), Identification in stochastic control theory, variable step size, Least squares and related methods for stochastic control systems, adaptive LMS algorithms, Learning and adaptive systems in artificial intelligence, Adaptive filtering, Filtering in stochastic control theory, system identification, adaptive signal processing
Signal theory (characterization, reconstruction, filtering, etc.), Identification in stochastic control theory, variable step size, Least squares and related methods for stochastic control systems, adaptive LMS algorithms, Learning and adaptive systems in artificial intelligence, Adaptive filtering, Filtering in stochastic control theory, system identification, adaptive signal processing
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