Analysis of LMS-Newton adaptive filtering algorithms with variableconvergence factor |
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Authors: | Diniz P.S.R. de Campos M.L.R. Antoniou A. |
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Affiliation: | Dept. of Electron., Federal Univ. of Rio de Janeiro; |
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Abstract: | 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 for the excess MSE caused by quantization are obtained. The paper concludes with experimental results that demonstrate the validity of the analysis presented |
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