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

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

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


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
HAL Id:hal-03579602
Audience (journal):International peer-reviewed journal
Uncontrolled Keywords:
Institution:Université de Toulouse > Université Toulouse 1 Capitole - UT1 (FRANCE)
Other partners > University of California - UCIrvine (USA)
Université de Toulouse > Institut National Polytechnique de Toulouse - Toulouse INP (FRANCE)
Université de Toulouse > Université Toulouse III - Paul Sabatier - UT3 (FRANCE)
French research institutions > Centre National de la Recherche Scientifique - CNRS (FRANCE)
Other partners > Universidade Federal de Santa Catarina - UFSC (BRAZIL)
Université de Toulouse > Université Toulouse - Jean Jaurès - UT2J (FRANCE)
Laboratory name:
Deposited On:22 Jul 2008 12:36

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