Variable step-size LMS algorithm with a quotient form

  • Authors:
  • Shengkui Zhao;Zhihong Man;Suiyang Khoo;Hong Ren Wu

  • Affiliations:
  • School of Computer Engineering, Nanyang Technological University (NTU), Nanyang Avenue, Singapore 639798, Singapore;School of Engineering, Monash University (Malaysia), Jalan Lagoon Selatan, Bandar Sunway, Petaling Jaya 46150, Malaysia;School of Computer Engineering, Nanyang Technological University (NTU), Nanyang Avenue, Singapore 639798, Singapore;School of Electrical and Computer Engineering, RMIT University, VIC 3001, Australia

  • Venue:
  • Signal Processing
  • Year:
  • 2009

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Abstract

An improved robust variable step-size least mean square (LMS) algorithm is developed in this paper. Unlike many existing approaches, we adjust the variable step-size using a quotient form of filtered versions of the quadratic error. The filtered estimates of the error are based on exponential windows, applying different decaying factors for the estimations in the numerator and denominator. The new algorithm, called more robust variable step-size (MRVSS), is able to reduce the sensitivity to the power of the measurement noise, and improve the steady-state performance for comparable transient behavior, with negligible increase in the computational cost. The mean convergence, the steady-state performance and the mean step-size behavior of the MRVSS algorithm are studied under a slow time-varying system model, which can be served as guidelines for the design of MRVSS algorithm in practical applications. Simulation results are demonstrated to corroborate the analytic results, and to compare MRVSS with the existing representative approaches. Superior properties of the MRVSS algorithm are indicated.