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Stochastic Analysis of the LMS Algorithm for System Identification with Subspace Inputs

Bershad, Neil J. and Bermudez, José Carlos M. and Tourneret, Jean-Yves Stochastic Analysis of the LMS Algorithm for System Identification with Subspace Inputs. (2008) IEEE Transactions on Signal Processing, vol. 5 (n°3). pp. 1018-1027. ISSN 1053-587X

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Official URL: http://dx.doi.org/10.1109/TSP.2007.908967

Abstract

This paper studies the behavior of the low rank LMS adaptive algorithm for the general case in which the input transformation may not capture the exact input subspace. It is shown that the Independence Theory and the independent additive noise model are not applicable to this case. A new theoretical model for the weight mean and fluctuation behaviors is developed which incorporates the correlation between successive data vectors (as opposed to the Independence Theory model). The new theory is applied to a network echo cancellation scheme which uses partial-Haar input vector transformations. Comparison of the new model predictions with Monte Carlo simulations shows good-to-excellent agreement, certainly much better than predicted by the Independence Theory based model available in the literature.

Item Type:Article
Additional Information:http://ieeexplore.ieee.org/xpls/abs_all.jsp?isnumber=4451275&arnumber=4451276 http://ieeexplore.ieee.org/xpl/RecentIssue.jsp?punumber=78
Audience (journal):International peer-reviewed journal
Uncontrolled Keywords:
Institution: Université de Toulouse > Université de Toulouse I-Sciences Sociales - UT1
Other partners > University of California - UCIrvine (USA)
Université de Toulouse > Institut National Polytechnique de Toulouse - INPT
Université de Toulouse > Université Paul Sabatier-Toulouse III - UPS
French research institutions > Centre National de la Recherche Scientifique - CNRS
Other partners > Federal University of Santa Catarina - UFSC (BRAZIL)
Université de Toulouse > Université de Toulouse II-Le Mirail - UTM
Laboratory name:
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Deposited By: Jean-yves TOURNERET
Deposited On:22 Jul 2008 12:36

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