TY - GEN
T1 - Is negative step size lms algorithm stable operation possible?
AU - Bismor, Dariusz
N1 - Publisher Copyright:
Copyright © (2014) by the International Institute of Acoustics & Vibration All rights reserved.
PY - 2014
Y1 - 2014
N2 - The Least Mean Squares (LMS) algorithm and its variants are the most popular choice in many systems that require gradient-based adaptation. Examples of such applications include system identification, line enhancement, line equalization, adaptive echo cancellation and active noise cancellation. The only drawback of the LMS-family algorithms is the need for careful step size choice. Too small step size, although giving good excess mean squared error (MSE), results in slow convergence speed. Too large step size results in large excess MSE and may lead to the loss of convergence and instability. Therefore, there are many theoretical studies of the algorithm behavior with the aim to provide useful bounds on the step size. Regardless of the analytic method applied, the common result of many investigations seems to be the lower bound for LMS-like algorithms convergence given as zero (e.g. μ > 0). In this paper we show that at least one of the LMS-family algorithms- The Leaky LMS algorithm, is capable of stable operation even if the step size has (small) negative value. Theoretical derivations of the necessary stability condition has been validated by a number of simulations.
AB - The Least Mean Squares (LMS) algorithm and its variants are the most popular choice in many systems that require gradient-based adaptation. Examples of such applications include system identification, line enhancement, line equalization, adaptive echo cancellation and active noise cancellation. The only drawback of the LMS-family algorithms is the need for careful step size choice. Too small step size, although giving good excess mean squared error (MSE), results in slow convergence speed. Too large step size results in large excess MSE and may lead to the loss of convergence and instability. Therefore, there are many theoretical studies of the algorithm behavior with the aim to provide useful bounds on the step size. Regardless of the analytic method applied, the common result of many investigations seems to be the lower bound for LMS-like algorithms convergence given as zero (e.g. μ > 0). In this paper we show that at least one of the LMS-family algorithms- The Leaky LMS algorithm, is capable of stable operation even if the step size has (small) negative value. Theoretical derivations of the necessary stability condition has been validated by a number of simulations.
UR - https://www.scopus.com/pages/publications/84922622962
M3 - Conference contribution
AN - SCOPUS:84922622962
T3 - 21st International Congress on Sound and Vibration 2014, ICSV 2014
SP - 2889
EP - 2894
BT - 21st International Congress on Sound and Vibration 2014, ICSV 2014
PB - International Institute of Acoustics and Vibrations
T2 - 21st International Congress on Sound and Vibration 2014, ICSV 2014
Y2 - 13 July 2014 through 17 July 2014
ER -