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最优变步长最小均方模型和实现算法
Optimal variable step-size least-mean-square model and practical algorithm
【摘要】 为了解决最小均方(leastmeansquare,LMS)算法中收敛速度和稳态误差之间的矛盾,在独立假设的条件下,从滤波器系数均方误差的角度,提出了最优步长定理,证明了最优步长和均方误差之间存在一一对应的关系。并以此构造了最优变步长LMS(optimalvariablestep-size,OVS-LMS)模型。推出了最优步长的递推式,讨论了最优初始化相对步长的选取方法。综合以上的分析结果,提出了该模型的实现算法。计算机仿真证明了该算法和OVS-LMS模型的学习曲线是非常相近的,因而该算法在独立假设条件下是最优的变步长LMS算法。
【Abstract】 An optimal stepsize theorem is presented for the on Least Mean Square (LMS) algorithm based on the mean square error (MSE) of the filter weight assuming independent data. The theorem presents a simple relation between the optimal stepsize and the MSE. An optimal variable stepsize LMS (OVSLMS) model is then developed with a method to initialize the step size. A practical algorithm was then proposed and validated by computer simulations. The results show the convergence speed is very close to the theoretical limit for variable stepsize LMS.
【Key words】 adaptive filter; least mean square (LMS) algorithm; optimal variable step-size; optimal step-size theorem;
- 【文献出处】 清华大学学报(自然科学版) ,Journal of Tsinghua University(Science and Technology) , 编辑部邮箱 ,2003年01期
- 【分类号】TN912.3
- 【被引频次】11
- 【下载频次】247