Fast communication: Convergence analysis of sparse LMS algorithms with l1-norm penalty based on white input signal

  • Authors:
  • Kun Shi;Peng Shi

  • Affiliations:
  • Texas Instruments, Dallas, TX 75243, USA;Division of Statistics, Northern Illinois University, DeKalb, IL 60115, USA

  • Venue:
  • Signal Processing
  • Year:
  • 2010

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Abstract

The zero-attracting LMS (ZA-LMS) algorithm is one of the recently published sparse LMS algorithms. It usesan l"1-norm penalty in the standard LMS cost function. In this paper, we perform convergence analysis of the ZA-LMS algorithm based on white input signals. The stability condition is examined and the steady-state mean square deviation (MSD) is derived in terms of the system sparsity, system response length, and filter parameters (step size and zero-attractor controller). In addition, we propose a criterion for parameter selection such that the ZA-LMS algorithm outperforms the standard LMS algorithm. The results are demonstrated through computer simulations.