Fast communication: Variable step-size normalized LMS algorithm by approximating correlation matrix of estimation error

Authors:
Hyeonwoo Cho;Sang Woo Kim
Affiliations:
Division of Electrical and Computer Engineering, Pohang University of Science and Technology, Pohang, Gyungbuk 790-784, South Korea;Division of Electrical and Computer Engineering, Pohang University of Science and Technology, Pohang, Gyungbuk 790-784, South Korea
Venue:
Signal Processing
Year:
2010

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Abstract

In this letter, we propose a variable step-size normalized least mean square (NLMS) algorithm. We study the relationship among the NLMS, recursive least square and Kalman filter algorithms. Based on the relationship, we derive an equation to determine the step-size of NLMS algorithm at each time instant. In steady state, the convergence of the proposed algorithm is verified by using the equation, which describes the relationship among the mean-square error, excess mean-square error, and measurement noise variance. Through computer simulation results, we verify the performance of the proposed algorithm and the change in the variable step-size over iterations.