Iterative analysis of the steady-state weight fluctuations inLMS-type adaptive filters

  • Authors:

  • H.J. Butterweck

  • Affiliations:

  • Dept. of Electr. Eng., Eindhoven Univ. of Technol.

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 1999

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Abstract

An iterative method is proposed for the analysis of the steady-state weight fluctuations in an LMS-type adaptive FIR filter. Without the widely used independence assumption, a power series of the weight error correlation matrix is derived in terms of the stepsize. Some new effects are observed, e.g., a decrease of the weight fluctuations along the tapped-delay line